-20.0%
DRAM vs KHC
+17.3%
-37.3%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.0% | -0.5% | -17.5% | -18.5% |
| 7D | -28.5% | +5.9% | -34.4% | -23.4% |
| 30D | -37.8% | +14.9% | -52.8% | -26.6% |
| 3M | -31.1% | 0.0% | -31.1% | -30.2% |
| 6M | -20.0% | +16.2% | -36.2% | -3.3% |
| All | -20.0% | +17.3% | -37.3% | -3.3% |
Cumulative growth
Daily Returns
Daily percentage return beside KHC.
Daily Out/Under-Performance
Portfolio return minus KHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KHC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 6mo: compounded portfolio wealth divided by compounded KHC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
6mo analysis · Full analysis span regression · 6 months rolling