-44.0%
KHC vs DECK
+604.2%
-648.3%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.6% | -3.8% | -2.4% |
| 7D | -3.3% | -2.2% | -1.1% | -3.1% |
| 30D | -3.4% | -13.6% | +10.2% | -2.0% |
| 3M | +12.6% | -21.2% | +33.8% | +15.2% |
| 6M | +7.0% | -21.1% | +28.1% | +9.3% |
| YTD | +6.1% | -17.2% | +23.3% | +7.6% |
| 1Y | -3.1% | -30.7% | +27.7% | -0.3% |
| 3Y | -11.3% | -3.4% | -7.9% | -14.3% |
| 5Y | -12.1% | +25.5% | -37.7% | -19.0% |
| 10Y | -56.4% | +714.7% | -771.1% | -68.6% |
| All | -44.0% | +604.2% | -648.3% | -57.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling