-44.1%
KHC vs DLR
+288.7%
-332.8%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +3.4% | -4.2% | -1.6% |
| 7D | -2.0% | +2.4% | -4.4% | -2.7% |
| 30D | +9.7% | +0.7% | +8.9% | +9.2% |
| 3M | -2.0% | -6.4% | +4.4% | -0.8% |
| 6M | +5.4% | -6.5% | +12.0% | +6.2% |
| YTD | +5.9% | +18.8% | -12.9% | -0.2% |
| 1Y | +7.5% | +9.0% | -1.6% | +3.5% |
| 3Y | -12.4% | +54.5% | -66.9% | -25.8% |
| 5Y | -15.8% | +35.8% | -51.7% | -26.9% |
| 10Y | -54.1% | +177.5% | -231.5% | -71.0% |
| All | -44.1% | +288.7% | -332.8% | -72.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling