-43.1%
KHC vs DECK
+604.2%
-647.4%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-04.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.6% | -2.2% | -0.8% |
| 7D | -1.8% | -2.2% | +0.5% | -1.6% |
| 30D | -1.9% | -13.6% | +11.7% | -0.5% |
| 3M | +14.4% | -21.2% | +35.6% | +17.0% |
| 6M | +8.7% | -21.1% | +29.8% | +11.0% |
| YTD | +7.8% | -17.2% | +25.0% | +9.4% |
| 1Y | -1.5% | -30.7% | +29.2% | +1.3% |
| 3Y | -9.9% | -3.4% | -6.5% | -12.9% |
| 5Y | -10.7% | +25.5% | -36.3% | -17.7% |
| 10Y | -55.7% | +714.7% | -770.4% | -68.1% |
| All | -43.1% | +604.2% | -647.4% | -56.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DECK.
Daily Out/Under-Performance
Portfolio return minus DECK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DECK 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 1990-01-01 to 2026-09-04: compounded portfolio wealth divided by compounded DECK 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…
1990-01-01 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling