-12.4%
KHC vs DD
+90.7%
-103.1%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +5.9% | -6.7% | -1.4% |
| 7D | -2.0% | +9.8% | -11.8% | -3.1% |
| 30D | +9.7% | +19.3% | -9.7% | +7.3% |
| 3M | -2.0% | +9.4% | -11.4% | -3.2% |
| 6M | +5.4% | +4.8% | +0.6% | +4.6% |
| YTD | +5.9% | +30.2% | -24.3% | +1.7% |
| 1Y | +7.5% | +32.2% | -24.8% | +2.9% |
| 3Y | -12.4% | +93.1% | -105.5% | -19.5% |
| All | -12.4% | +90.7% | -103.1% | -19.5% |
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