-13.4%
KHC vs DE
+96.1%
-109.4%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.6% | -1.1% |
| 7D | -4.8% | -3.0% | -1.8% | -4.5% |
| 30D | +0.3% | +11.1% | -10.9% | -0.9% |
| 3M | +6.7% | +17.6% | -10.9% | +4.7% |
| 6M | +4.2% | +13.6% | -9.4% | +2.4% |
| YTD | +6.7% | +46.3% | -39.5% | +1.5% |
| 1Y | -1.4% | +44.2% | -45.6% | -6.2% |
| 3Y | -11.8% | +76.6% | -88.3% | -18.5% |
| 5Y | -13.4% | +98.2% | -111.6% | -20.8% |
| All | -13.4% | +96.1% | -109.4% | -20.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DE.
Daily Out/Under-Performance
Portfolio return minus DE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DE 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 DE 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