-55.6%
KHC vs DHI
+414.5%
-470.1%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.7% | -0.9% | +0.5% |
| 7D | -1.0% | -3.4% | +2.4% | -0.4% |
| 30D | +1.9% | -5.4% | +7.3% | +2.9% |
| 3M | +3.2% | -10.4% | +13.6% | +5.2% |
| 6M | +10.0% | -2.8% | +12.7% | +10.0% |
| YTD | +6.7% | -3.4% | +10.1% | +6.5% |
| 1Y | -0.9% | -22.9% | +22.0% | +3.2% |
| 3Y | -13.6% | +20.7% | -34.2% | -19.6% |
| 5Y | -12.8% | +62.1% | -75.0% | -26.0% |
| All | -55.6% | +414.5% | -470.1% | -71.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DHI.
Daily Out/Under-Performance
Portfolio return minus DHI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DHI 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 DHI 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