-43.1%
KHC vs DAL
+130.4%
-173.6%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.8% | -2.5% | -0.9% |
| 7D | -1.8% | +0.1% | -1.9% | -1.8% |
| 30D | -1.9% | -13.9% | +12.0% | +0.1% |
| 3M | +14.4% | +1.1% | +13.3% | +14.0% |
| 6M | +8.7% | +26.2% | -17.5% | +4.7% |
| YTD | +7.8% | +16.4% | -8.6% | +4.7% |
| 1Y | -1.5% | +33.9% | -35.4% | -6.5% |
| 3Y | -9.9% | +93.4% | -103.2% | -21.5% |
| 5Y | -10.7% | +106.4% | -117.1% | -25.2% |
| 10Y | -55.7% | +143.0% | -198.7% | -66.6% |
| All | -43.1% | +130.4% | -173.6% | -58.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DAL.
Daily Out/Under-Performance
Portfolio return minus DAL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAL 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 DAL 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