-10.3%
KHC vs DECK
+25.5%
-35.8%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -1.1% |
| 3M | +14.4% | -21.2% | +35.6% | +15.7% |
| 6M | +8.7% | -21.1% | +29.8% | +9.9% |
| YTD | +7.8% | -17.2% | +25.0% | +8.7% |
| 1Y | -1.5% | -30.7% | +29.2% | -0.5% |
| 3Y | -9.9% | -3.4% | -6.5% | -9.7% |
| All | -10.3% | +25.5% | -35.8% | -12.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling