-43.0%
KHC vs DGX
+314.3%
-357.4%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +0.9% | +0.4% |
| 7D | -2.2% | -0.3% | -1.9% | -2.1% |
| 30D | -0.1% | -1.2% | +1.1% | +0.3% |
| 3M | +8.3% | +19.9% | -11.6% | +1.3% |
| 6M | +5.0% | +19.2% | -14.3% | -1.9% |
| YTD | +8.0% | +37.5% | -29.5% | -4.3% |
| 1Y | -1.1% | +31.3% | -32.4% | -11.1% |
| 3Y | -10.7% | +96.6% | -107.3% | -31.0% |
| 5Y | -13.5% | +64.3% | -77.8% | -29.8% |
| 10Y | -55.4% | +241.1% | -296.5% | -74.5% |
| All | -43.0% | +314.3% | -357.4% | -70.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 DGX 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