-13.5%
KHC vs DG
-37.3%
+23.7%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.0% | +4.2% | +0.7% |
| 7D | -2.2% | -2.5% | +0.2% | -1.9% |
| 30D | -0.1% | +1.0% | -1.1% | -0.3% |
| 3M | +8.3% | +20.3% | -12.0% | +5.8% |
| 6M | +5.0% | -11.7% | +16.7% | +6.0% |
| YTD | +8.0% | -2.3% | +10.3% | +7.9% |
| 1Y | -1.1% | +20.0% | -21.1% | -3.7% |
| 3Y | -10.7% | +7.2% | -18.0% | -14.4% |
| 5Y | -13.5% | -37.9% | +24.4% | -5.3% |
| All | -13.5% | -37.3% | +23.7% | -5.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling