-44.5%
KHC vs DAR
+275.7%
-320.2%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +5.1% | -4.9% | -0.6% |
| 7D | -4.6% | +3.6% | -8.2% | -5.2% |
| 30D | +8.1% | -11.3% | +19.4% | +9.9% |
| 3M | 0.0% | -13.1% | +13.1% | +1.9% |
| 6M | +7.9% | -15.1% | +23.0% | +10.0% |
| YTD | +5.3% | +50.5% | -45.2% | -2.6% |
| 1Y | +5.1% | +57.9% | -52.8% | -3.6% |
| 3Y | -12.8% | +28.9% | -41.7% | -19.7% |
| 5Y | -16.2% | -31.4% | +15.2% | -15.7% |
| 10Y | -52.3% | +301.0% | -353.3% | -69.8% |
| All | -44.5% | +275.7% | -320.2% | -62.5% |
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