-43.1%
KHC vs DAR
+352.1%
-395.2%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.2% | -0.5% |
| 7D | -1.8% | +1.4% | -3.1% | -2.0% |
| 30D | -1.9% | +12.8% | -14.7% | -3.9% |
| 3M | +14.4% | +7.4% | +7.0% | +12.7% |
| 6M | +8.7% | +22.3% | -13.5% | +4.7% |
| YTD | +7.8% | +81.1% | -73.3% | -2.8% |
| 1Y | -1.5% | +106.5% | -108.0% | -13.5% |
| 3Y | -9.9% | +5.3% | -15.2% | -13.3% |
| 5Y | -10.7% | -11.5% | +0.8% | -14.1% |
| 10Y | -55.7% | +353.3% | -409.0% | -72.4% |
| All | -43.1% | +352.1% | -395.2% | -62.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 DAR 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