-20.7%
KHC vs DOCS
-21.0%
+0.4%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.0% | -0.8% | -2.8% |
| 7D | +1.1% | -0.8% | +1.9% | +1.1% |
| 30D | +12.0% | +17.4% | -5.4% | +11.8% |
| 3M | +0.2% | +57.4% | -57.2% | -0.3% |
| 6M | +10.3% | +26.5% | -16.2% | +9.9% |
| YTD | +6.7% | -26.6% | +33.3% | +6.5% |
| 1Y | +10.9% | -48.1% | +58.9% | +10.8% |
| 3Y | -12.6% | +52.6% | -65.3% | -13.5% |
| 5Y | -16.3% | -52.1% | +35.8% | -17.0% |
| All | -20.7% | -21.0% | +0.4% | -23.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCS.
Daily Out/Under-Performance
Portfolio return minus DOCS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCS 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 DOCS 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