-42.5%
KHC vs DE
+750.3%
-792.8%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.8% | +3.3% | +2.7% |
| 7D | +2.0% | +0.3% | +1.8% | +1.9% |
| 30D | +10.6% | +3.6% | +7.1% | +9.7% |
| 3M | +0.5% | +10.2% | -9.7% | -1.8% |
| 6M | +12.1% | +16.6% | -4.5% | +7.7% |
| YTD | +8.9% | +45.8% | -36.9% | -1.2% |
| 1Y | +7.5% | +43.9% | -36.4% | -2.3% |
| 3Y | -10.7% | +89.6% | -100.3% | -25.2% |
| 5Y | -13.2% | +100.3% | -113.5% | -30.2% |
| 10Y | -50.6% | +760.8% | -811.4% | -75.5% |
| All | -42.5% | +750.3% | -792.8% | -70.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling