-43.1%
KHC vs DE
+773.4%
-816.6%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.6% | -0.7% |
| 7D | -1.8% | +10.0% | -11.8% | -3.8% |
| 30D | -1.9% | +13.3% | -15.2% | -4.6% |
| 3M | +14.4% | +17.5% | -3.1% | +10.1% |
| 6M | +8.7% | +13.6% | -4.8% | +5.0% |
| YTD | +7.8% | +49.8% | -42.0% | -2.7% |
| 1Y | -1.5% | +47.9% | -49.4% | -11.0% |
| 3Y | -9.9% | +72.5% | -82.4% | -22.6% |
| 5Y | -10.7% | +90.2% | -101.0% | -27.0% |
| 10Y | -55.7% | +865.4% | -921.1% | -78.7% |
| All | -43.1% | +773.4% | -816.6% | -71.3% |
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