-49.9%
KHC vs DD
+97.1%
-147.0%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.6% | +3.2% | +2.7% |
| 7D | +2.0% | +5.0% | -2.9% | +0.7% |
| 30D | +10.6% | +19.7% | -9.1% | +5.5% |
| 3M | +0.5% | +7.2% | -6.7% | -1.5% |
| 6M | +12.1% | +1.0% | +11.0% | +11.1% |
| YTD | +8.9% | +29.1% | -20.2% | +0.5% |
| 1Y | +7.5% | +28.5% | -21.0% | -0.7% |
| 3Y | -10.7% | +89.4% | -100.2% | -28.0% |
| 5Y | -13.2% | +67.1% | -80.3% | -28.8% |
| All | -49.9% | +97.1% | -147.0% | -64.1% |
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