-51.2%
KHC vs DG
+105.9%
-157.1%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.1% | +2.9% | +1.3% |
| 7D | -3.3% | -2.5% | -0.9% | -2.8% |
| 30D | +9.1% | +7.7% | +1.5% | +7.5% |
| 3M | +1.4% | +13.1% | -11.7% | -1.2% |
| 6M | +8.4% | +32.0% | -23.7% | +2.4% |
| YTD | +6.2% | +3.3% | +2.8% | +4.8% |
| 1Y | +5.7% | +31.7% | -26.0% | -0.9% |
| 3Y | -12.0% | +21.7% | -33.7% | -19.7% |
| 5Y | -15.3% | -34.7% | +19.4% | -11.0% |
| All | -51.2% | +105.9% | -157.1% | -62.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 DG 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