-12.0%
KHC vs DOC
-22.8%
+10.9%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +3.1% | +0.6% | +2.8% |
| 7D | +6.6% | +8.7% | -2.1% | +4.0% |
| 30D | +16.5% | +7.6% | +8.8% | +14.0% |
| 3M | -3.0% | -5.3% | +2.3% | -1.6% |
| 6M | +17.4% | +27.6% | -10.2% | +9.3% |
| YTD | +10.3% | +32.4% | -22.1% | +1.3% |
| 1Y | +12.5% | +22.9% | -10.4% | +5.5% |
| 3Y | -9.6% | +43.1% | -52.7% | -19.2% |
| 5Y | -12.0% | -21.4% | +9.4% | -5.6% |
| All | -12.0% | -22.8% | +10.9% | -5.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling