-51.2%
KHC vs D
+47.7%
-98.8%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.8% | +1.7% | +1.2% |
| 7D | -3.3% | -3.1% | -0.3% | -1.9% |
| 30D | +9.1% | +8.4% | +0.8% | +5.3% |
| 3M | +1.4% | +0.2% | +1.2% | +1.3% |
| 6M | +8.4% | +9.5% | -1.1% | +3.6% |
| YTD | +6.2% | +18.8% | -12.6% | -2.4% |
| 1Y | +5.7% | +14.7% | -9.0% | -1.4% |
| 3Y | -12.0% | +72.9% | -85.0% | -33.6% |
| 5Y | -15.3% | +13.1% | -28.5% | -22.0% |
| All | -51.2% | +47.7% | -98.8% | -62.4% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 D 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