-55.8%
KHC vs DOC
-2.1%
-53.7%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.8% | +1.1% | -0.1% |
| 7D | -1.8% | -1.5% | -0.3% | -1.3% |
| 30D | -1.9% | -4.8% | +2.9% | -0.3% |
| 3M | +14.4% | +6.9% | +7.5% | +11.9% |
| 6M | +8.7% | +20.7% | -12.0% | +1.4% |
| YTD | +7.8% | +34.1% | -26.4% | -3.3% |
| 1Y | -1.5% | +22.6% | -24.2% | -9.0% |
| 3Y | -9.9% | +20.8% | -30.7% | -17.6% |
| 5Y | -10.7% | -24.9% | +14.1% | -4.4% |
| All | -55.8% | -2.1% | -53.7% | -59.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 DOC 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