-10.1%
KHC vs DD
+46.1%
-56.3%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.4% | -1.0% | -0.7% |
| 7D | -1.8% | -3.5% | +1.8% | -1.4% |
| 30D | -1.9% | -10.3% | +8.4% | -0.8% |
| 3M | +14.4% | -7.5% | +21.9% | +15.2% |
| 6M | +8.7% | -8.0% | +16.7% | +9.4% |
| YTD | +7.8% | +10.5% | -2.7% | +5.8% |
| 1Y | -1.5% | +38.3% | -39.8% | -6.4% |
| All | -10.1% | +46.1% | -56.3% | -16.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling