-43.1%
KHC vs D
+57.3%
-100.4%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.4% | +0.7% | 0.0% |
| 7D | -1.8% | +0.4% | -2.2% | -2.0% |
| 30D | -1.9% | -3.6% | +1.7% | -0.3% |
| 3M | +14.4% | -1.0% | +15.4% | +14.9% |
| 6M | +8.7% | +6.3% | +2.4% | +5.1% |
| YTD | +7.8% | +14.7% | -6.9% | +0.4% |
| 1Y | -1.5% | +16.9% | -18.5% | -9.3% |
| 3Y | -9.9% | +56.8% | -66.7% | -29.5% |
| 5Y | -10.7% | +5.2% | -15.9% | -15.2% |
| 10Y | -55.7% | +35.9% | -91.6% | -64.8% |
| All | -43.1% | +57.3% | -100.4% | -59.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling