-12.0%
KHC vs DECK
+31.2%
-43.2%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +6.0% | -2.2% | +3.4% |
| 7D | +6.6% | +10.4% | -3.7% | +6.0% |
| 30D | +16.5% | +11.1% | +5.4% | +15.7% |
| 3M | -3.0% | -10.8% | +7.8% | -2.4% |
| 6M | +17.4% | -8.7% | +26.1% | +18.0% |
| YTD | +10.3% | -14.0% | +24.4% | +11.0% |
| 1Y | +12.5% | +12.0% | +0.4% | +12.1% |
| 3Y | -9.6% | -10.5% | +0.8% | -9.7% |
| 5Y | -12.0% | +28.5% | -40.4% | -15.7% |
| All | -12.0% | +31.2% | -43.2% | -15.7% |
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