-37.7%
KHC vs DBX
+15.6%
-53.3%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.1% | -0.2% | +0.7% |
| 7D | -3.3% | -6.3% | +3.0% | -2.5% |
| 30D | +9.1% | -5.9% | +15.0% | +10.0% |
| 3M | +1.4% | -0.4% | +1.7% | +1.3% |
| 6M | +8.4% | +29.8% | -21.5% | +4.5% |
| YTD | +6.2% | +20.5% | -14.4% | +3.1% |
| 1Y | +5.7% | +8.7% | -3.0% | +3.9% |
| 3Y | -12.0% | +25.9% | -38.0% | -16.8% |
| 5Y | -15.3% | +24.2% | -39.5% | -20.9% |
| All | -37.7% | +15.6% | -53.3% | -48.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling