-10.1%
KHC vs DG
+12.2%
-22.4%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.5% | -2.2% | -0.9% |
| 7D | -1.8% | +8.4% | -10.2% | -2.8% |
| 30D | -1.9% | +4.9% | -6.8% | -2.5% |
| 3M | +14.4% | +29.3% | -14.9% | +10.9% |
| 6M | +8.7% | -11.3% | +20.0% | +9.3% |
| YTD | +7.8% | +1.8% | +6.0% | +7.0% |
| 1Y | -1.5% | +25.3% | -26.9% | -4.4% |
| All | -10.1% | +12.2% | -22.4% | -16.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling