-18.4%
KHC vs DOCS
-19.4%
+1.0%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.3% | +3.8% | -0.4% |
| 7D | +5.9% | -1.3% | +7.3% | +6.0% |
| 30D | +14.9% | +19.4% | -4.5% | +14.7% |
| 3M | 0.0% | +53.4% | -53.4% | -0.5% |
| 6M | +16.2% | +28.8% | -12.6% | +15.7% |
| YTD | +9.8% | -25.1% | +34.9% | +9.6% |
| 1Y | +12.1% | -48.1% | +60.2% | +12.0% |
| 3Y | -10.1% | +51.4% | -61.4% | -11.0% |
| 5Y | -13.9% | -51.1% | +37.2% | -14.6% |
| All | -18.4% | -19.4% | +1.0% | -20.9% |
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