-11.2%
KHC vs DECK
-3.0%
-8.2%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.6% | -3.8% | -2.4% |
| 7D | -3.3% | -2.2% | -1.1% | -3.2% |
| 30D | -3.4% | -13.6% | +10.2% | -2.4% |
| 3M | +12.6% | -21.2% | +33.8% | +14.3% |
| 6M | +7.0% | -21.1% | +28.1% | +8.5% |
| YTD | +6.1% | -17.2% | +23.3% | +7.3% |
| 1Y | -3.1% | -30.7% | +27.7% | -1.8% |
| All | -11.2% | -3.0% | -8.2% | -8.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling