-13.7%
KHC vs DD
+62.1%
-75.8%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.4% | -1.0% | -0.7% |
| 7D | -1.8% | -3.5% | +1.8% | -1.3% |
| 30D | -1.9% | -10.3% | +8.4% | -0.6% |
| 3M | +14.4% | -7.5% | +21.9% | +15.3% |
| 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% | -6.5% |
| 3Y | -9.9% | +42.5% | -52.3% | -15.9% |
| All | -13.7% | +62.1% | -75.8% | -22.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling