-10.3%
KHC vs DLR
+33.9%
-44.2%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.3% | -1.0% | -0.7% |
| 7D | -1.8% | +1.6% | -3.3% | -1.9% |
| 30D | -1.9% | -3.4% | +1.5% | -1.6% |
| 3M | +14.4% | +0.5% | +13.9% | +14.1% |
| 6M | +8.7% | +4.6% | +4.2% | +7.9% |
| YTD | +7.8% | +23.4% | -15.6% | +4.8% |
| 1Y | -1.5% | +19.0% | -20.5% | -4.0% |
| 3Y | -9.9% | +56.5% | -66.4% | -16.4% |
| All | -10.3% | +33.9% | -44.2% | -14.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling