-43.1%
KHC vs DD
+87.0%
-130.1%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.4% | -1.0% | -0.8% |
| 7D | -1.8% | -3.5% | +1.8% | -0.9% |
| 30D | -1.9% | -10.3% | +8.4% | +0.9% |
| 3M | +14.4% | -7.5% | +21.9% | +16.4% |
| 6M | +8.7% | -8.0% | +16.7% | +10.2% |
| YTD | +7.8% | +10.5% | -2.7% | +3.7% |
| 1Y | -1.5% | +38.3% | -39.8% | -11.3% |
| 3Y | -9.9% | +42.5% | -52.3% | -21.5% |
| 5Y | -10.7% | +60.2% | -70.9% | -27.0% |
| 10Y | -55.7% | +68.9% | -124.6% | -69.4% |
| All | -43.1% | +87.0% | -130.1% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling