-15.8%
KHC vs DLR
+36.4%
-52.2%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +3.4% | -4.2% | -1.1% |
| 7D | -2.0% | +2.4% | -4.4% | -2.2% |
| 30D | +9.7% | +0.7% | +8.9% | +9.5% |
| 3M | -2.0% | -6.4% | +4.4% | -1.5% |
| 6M | +5.4% | -6.5% | +12.0% | +5.8% |
| YTD | +5.9% | +18.8% | -12.9% | +3.3% |
| 1Y | +7.5% | +9.0% | -1.6% | +5.8% |
| 3Y | -12.4% | +54.5% | -66.9% | -18.8% |
| 5Y | -15.8% | +35.8% | -51.7% | -21.6% |
| All | -15.8% | +36.4% | -52.2% | -21.6% |
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