-44.5%
KHC vs DD
+121.1%
-165.6%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.8% | +0.9% | +0.3% |
| 7D | -4.6% | +3.2% | -7.8% | -5.5% |
| 30D | +8.1% | +20.3% | -12.2% | +2.9% |
| 3M | 0.0% | +8.2% | -8.1% | -2.3% |
| 6M | +7.9% | +3.4% | +4.5% | +6.3% |
| YTD | +5.3% | +30.6% | -25.4% | -3.3% |
| 1Y | +5.1% | +30.6% | -25.5% | -3.5% |
| 3Y | -12.8% | +91.1% | -103.9% | -30.0% |
| 5Y | -16.2% | +68.6% | -84.8% | -31.7% |
| 10Y | -52.3% | +99.9% | -152.1% | -68.5% |
| All | -44.5% | +121.1% | -165.6% | -66.5% |
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 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