+161.5%
DUK vs KHC
-41.6%
+203.0%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.7% | -0.3% | -0.8% |
| 7D | 0.0% | -1.8% | +1.7% | +0.5% |
| 30D | -1.7% | -1.9% | +0.2% | -1.3% |
| 3M | -0.4% | +14.4% | -14.8% | -4.8% |
| 6M | -7.2% | +8.7% | -16.0% | -10.1% |
| YTD | +5.3% | +7.8% | -2.5% | +2.1% |
| 1Y | +3.0% | -1.5% | +4.5% | +2.4% |
| 3Y | +53.1% | -9.9% | +62.9% | +54.7% |
| 5Y | +37.9% | -10.7% | +48.7% | +38.8% |
| 10Y | +124.8% | -55.7% | +180.5% | +138.5% |
| All | +161.5% | -41.6% | +203.0% | +150.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling