+66.6%
DVN vs KHC
-54.5%
+121.0%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.9% | +3.0% | +2.5% |
| 7D | +2.5% | -2.5% | +5.0% | +3.6% |
| 30D | +10.2% | +0.5% | +9.6% | +9.7% |
| 3M | +8.1% | +3.0% | +5.1% | +5.8% |
| 6M | +15.9% | +6.6% | +9.2% | +11.0% |
| YTD | +38.2% | +5.8% | +32.5% | +32.6% |
| 1Y | +44.5% | -2.2% | +46.7% | +43.2% |
| 3Y | +5.1% | -12.5% | +17.7% | +7.0% |
| 5Y | +124.3% | -13.6% | +137.9% | +124.4% |
| All | +66.6% | -54.5% | +121.0% | +48.6% |
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