-38.0%
KHC vs DBX
+20.9%
-58.8%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.3% | -2.2% | -1.1% |
| 7D | -2.5% | -1.8% | -0.7% | -2.3% |
| 30D | +0.5% | +2.8% | -2.3% | +0.1% |
| 3M | +3.0% | +26.8% | -23.7% | -0.1% |
| 6M | +6.6% | +32.8% | -26.1% | +2.4% |
| YTD | +5.8% | +26.1% | -20.3% | +2.2% |
| 1Y | -2.2% | +14.1% | -16.3% | -4.5% |
| 3Y | -12.5% | +25.7% | -38.3% | -17.1% |
| 5Y | -13.6% | +11.2% | -24.8% | -17.4% |
| All | -38.0% | +20.9% | -58.8% | -48.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DBX.
Daily Out/Under-Performance
Portfolio return minus DBX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DBX 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 10y: compounded portfolio wealth divided by compounded DBX 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…
10y analysis · Full analysis span regression · 6 months rolling