-36.8%
KHC vs DBX
+20.1%
-56.9%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.4% | +1.8% | -0.4% |
| 7D | -1.8% | -2.4% | +0.7% | -1.5% |
| 30D | -1.9% | -0.5% | -1.4% | -1.9% |
| 3M | +14.4% | +28.1% | -13.7% | +10.7% |
| 6M | +8.7% | +33.1% | -24.4% | +4.4% |
| YTD | +7.8% | +25.3% | -17.5% | +4.2% |
| 1Y | -1.5% | +18.3% | -19.9% | -4.2% |
| 3Y | -9.9% | +25.0% | -34.9% | -14.5% |
| 5Y | -10.7% | +7.5% | -18.3% | -14.2% |
| All | -36.8% | +20.1% | -56.9% | -47.9% |
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 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