-53.0%
KHC vs DOC
+14.9%
-67.9%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.2% | -0.4% |
| 7D | +5.9% | +6.2% | -0.3% | +3.8% |
| 30D | +14.9% | +6.5% | +8.5% | +12.5% |
| 3M | 0.0% | -6.2% | +6.2% | +2.2% |
| 6M | +16.2% | +25.6% | -9.4% | +7.0% |
| YTD | +9.8% | +32.1% | -22.3% | -1.0% |
| 1Y | +12.1% | +20.3% | -8.2% | +4.3% |
| 3Y | -10.1% | +42.7% | -52.8% | -22.3% |
| 5Y | -13.9% | -22.2% | +8.3% | -8.9% |
| All | -53.0% | +14.9% | -67.9% | -60.0% |
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