-53.0%
KHC vs DECK
+885.7%
-938.6%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.5% | +1.1% | -0.3% |
| 7D | +5.9% | +6.0% | -0.1% | +5.4% |
| 30D | +14.9% | +7.4% | +7.5% | +14.1% |
| 3M | 0.0% | -11.7% | +11.6% | +1.0% |
| 6M | +16.2% | -11.0% | +27.2% | +17.3% |
| YTD | +9.8% | -15.4% | +25.2% | +11.0% |
| 1Y | +12.1% | +7.2% | +4.8% | +11.0% |
| 3Y | -10.1% | -11.8% | +1.8% | -11.9% |
| 5Y | -13.9% | +24.3% | -38.2% | -19.5% |
| All | -53.0% | +885.7% | -938.6% | -61.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling