-52.4%
KHC vs DD
+100.9%
-153.4%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.1% | -1.9% | -1.0% |
| 7D | -1.1% | +2.2% | -3.4% | -1.8% |
| 30D | +8.8% | +20.7% | -11.8% | +3.6% |
| 3M | -1.2% | +11.3% | -12.5% | -4.1% |
| 6M | +4.6% | +6.0% | -1.3% | +2.5% |
| YTD | +5.1% | +31.7% | -26.6% | -3.4% |
| 1Y | +6.2% | +32.2% | -26.0% | -2.6% |
| 3Y | -12.9% | +92.7% | -105.6% | -30.0% |
| 5Y | -16.8% | +72.1% | -88.9% | -32.3% |
| 10Y | -52.4% | +99.7% | -152.1% | -66.7% |
| All | -52.4% | +100.9% | -153.4% | -66.7% |
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