-13.6%
KHC vs DHI
+61.2%
-74.8%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.7% | -0.9% | +0.6% |
| 7D | -1.0% | -3.4% | +2.4% | -0.6% |
| 30D | +1.9% | -5.4% | +7.3% | +2.6% |
| 3M | +3.2% | -10.4% | +13.6% | +4.5% |
| 6M | +10.0% | -2.8% | +12.7% | +10.0% |
| YTD | +6.7% | -3.4% | +10.1% | +6.6% |
| 1Y | -0.9% | -22.9% | +22.0% | +1.8% |
| 3Y | -13.6% | +20.7% | -34.2% | -16.8% |
| All | -13.6% | +61.2% | -74.8% | -23.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling