-43.7%
KHC vs DAR
+248.1%
-291.7%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.0% | -1.8% | -2.7% |
| 7D | +1.1% | -9.9% | +11.1% | +2.7% |
| 30D | +12.0% | -16.4% | +28.3% | +14.9% |
| 3M | +0.2% | -17.1% | +17.2% | +2.7% |
| 6M | +10.3% | -20.5% | +30.8% | +13.6% |
| YTD | +6.7% | +39.4% | -32.7% | 0.0% |
| 1Y | +10.9% | +57.2% | -46.4% | +1.7% |
| 3Y | -12.6% | +13.9% | -26.5% | -17.9% |
| 5Y | -16.3% | -40.8% | +24.5% | -13.5% |
| 10Y | -53.2% | +276.2% | -329.5% | -70.1% |
| All | -43.7% | +248.1% | -291.7% | -61.5% |
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