-54.1%
KHC vs D
+42.1%
-96.2%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.2% | -0.5% |
| 7D | -2.0% | +0.8% | -2.8% | -2.4% |
| 30D | +9.7% | +10.7% | -1.1% | +4.7% |
| 3M | -2.0% | +2.3% | -4.3% | -3.1% |
| 6M | +5.4% | +12.5% | -7.1% | -0.5% |
| YTD | +5.9% | +20.1% | -14.2% | -3.2% |
| 1Y | +7.5% | +15.6% | -8.1% | -0.1% |
| 3Y | -12.4% | +75.2% | -87.6% | -34.3% |
| 5Y | -15.8% | +14.6% | -30.4% | -23.0% |
| 10Y | -54.1% | +43.8% | -97.8% | -64.1% |
| All | -54.1% | +42.1% | -96.2% | -64.1% |
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