-54.3%
KHC vs DD
+64.9%
-119.2%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.6% | +1.4% | -0.5% |
| 7D | -4.8% | -3.8% | -1.0% | -3.9% |
| 30D | +0.3% | -9.2% | +9.5% | +2.7% |
| 3M | +6.7% | -9.0% | +15.7% | +9.0% |
| 6M | +4.2% | -5.0% | +9.1% | +4.7% |
| YTD | +6.7% | +7.4% | -0.7% | +3.5% |
| 1Y | -1.4% | +35.1% | -36.5% | -10.6% |
| 3Y | -11.8% | +43.2% | -55.0% | -23.2% |
| 5Y | -13.4% | +59.6% | -73.0% | -29.1% |
| 10Y | -54.3% | +66.5% | -120.8% | -66.6% |
| All | -54.3% | +64.9% | -119.2% | -66.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 DD 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