-10.3%
KHC vs D
+5.6%
-15.9%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.5% |
| 7D | -1.8% | +1.5% | -3.2% | -2.3% |
| 30D | -1.9% | -2.6% | +0.7% | -1.0% |
| 3M | +14.4% | 0.0% | +14.4% | +14.4% |
| 6M | +8.7% | +7.4% | +1.4% | +5.6% |
| YTD | +7.8% | +15.9% | -8.1% | +1.7% |
| 1Y | -1.5% | +18.1% | -19.6% | -7.9% |
| 3Y | -9.9% | +58.4% | -68.2% | -24.8% |
| All | -10.3% | +5.6% | -15.9% | -9.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling