-43.7%
KHC vs D
+63.9%
-107.6%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.5% | -1.3% | -2.1% |
| 7D | +1.1% | +3.0% | -1.9% | -0.2% |
| 30D | +12.0% | +11.5% | +0.5% | +6.5% |
| 3M | +0.2% | +3.7% | -3.6% | -1.6% |
| 6M | +10.3% | +13.5% | -3.2% | +3.6% |
| YTD | +6.7% | +20.7% | -14.0% | -2.9% |
| 1Y | +10.9% | +18.2% | -7.4% | +1.7% |
| 3Y | -12.6% | +73.3% | -85.9% | -34.6% |
| 5Y | -16.3% | +12.3% | -28.5% | -22.8% |
| 10Y | -53.2% | +43.4% | -96.6% | -63.8% |
| All | -43.7% | +63.9% | -107.6% | -60.9% |
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