-42.5%
KHC vs DINO
+238.5%
-281.0%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DINO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | 0.0% | +2.5% | +2.6% |
| 7D | +2.0% | +5.7% | -3.7% | +1.4% |
| 30D | +10.6% | -19.6% | +30.2% | +13.2% |
| 3M | +0.5% | +11.8% | -11.3% | -1.1% |
| 6M | +12.1% | +49.0% | -36.9% | +6.4% |
| YTD | +8.9% | +128.1% | -119.2% | -2.2% |
| 1Y | +7.5% | +96.3% | -88.8% | -1.8% |
| 3Y | -10.7% | +113.8% | -124.5% | -20.6% |
| 5Y | -13.2% | +252.7% | -265.8% | -29.8% |
| 10Y | -50.6% | +451.4% | -502.0% | -65.3% |
| All | -42.5% | +238.5% | -281.0% | -55.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DINO.
Daily Out/Under-Performance
Portfolio return minus DINO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DINO 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 DINO 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