-51.6%
KHC vs DLR
+190.0%
-241.6%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | 0.0% | +0.1% |
| 7D | -4.6% | -2.0% | -2.6% | -4.2% |
| 30D | +8.1% | +0.5% | +7.6% | +7.8% |
| 3M | 0.0% | -4.4% | +4.5% | +0.7% |
| 6M | +7.9% | -6.4% | +14.4% | +8.7% |
| YTD | +5.3% | +19.5% | -14.2% | -0.6% |
| 1Y | +5.1% | +10.5% | -5.4% | +1.1% |
| 3Y | -12.8% | +54.0% | -66.8% | -25.4% |
| 5Y | -16.2% | +39.7% | -55.9% | -27.2% |
| All | -51.6% | +190.0% | -241.6% | -68.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DLR.
Daily Out/Under-Performance
Portfolio return minus DLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DLR 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 DLR 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