+3.0%
DUK vs KHC
-1.5%
+4.4%
-10.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.7% | -0.3% | -0.9% |
| 7D | 0.0% | -1.8% | +1.7% | +0.2% |
| 30D | -1.7% | -1.9% | +0.2% | -1.4% |
| 3M | -0.4% | +14.4% | -14.8% | -2.8% |
| 6M | -7.2% | +8.7% | -16.0% | -8.8% |
| YTD | +5.3% | +7.8% | -2.5% | +3.5% |
| 1Y | +3.0% | -1.5% | +4.5% | +2.3% |
| All | +3.0% | -1.5% | +4.4% | +2.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling