-16.2%
KHC vs DBX
+20.7%
-36.9%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.3% | -2.2% | 0.0% |
| 7D | -4.6% | -8.1% | +3.5% | -4.2% |
| 30D | +8.1% | -4.9% | +13.0% | +8.4% |
| 3M | 0.0% | -2.7% | +2.7% | +0.2% |
| 6M | +7.9% | +25.2% | -17.2% | +7.0% |
| YTD | +5.3% | +19.3% | -14.0% | +4.5% |
| 1Y | +5.1% | +6.6% | -1.5% | +4.6% |
| 3Y | -12.8% | +24.6% | -37.4% | -14.0% |
| 5Y | -16.2% | +23.5% | -39.7% | -16.3% |
| All | -16.2% | +20.7% | -36.9% | -16.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling