+126.0%
DUK vs KHC
-54.1%
+180.1%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.9% | -0.8% | -0.2% |
| 7D | -0.7% | -1.0% | +0.3% | -0.4% |
| 30D | -2.4% | +1.9% | -4.3% | -3.1% |
| 3M | -3.0% | +3.2% | -6.2% | -4.2% |
| 6M | -6.6% | +10.0% | -16.5% | -9.7% |
| YTD | +4.6% | +6.7% | -2.1% | +1.7% |
| 1Y | +1.2% | -0.9% | +2.1% | +0.5% |
| 3Y | +45.7% | -13.6% | +59.2% | +49.1% |
| 5Y | +40.3% | -12.8% | +53.1% | +42.2% |
| All | +126.0% | -54.1% | +180.1% | +122.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling