-19.9%
KHC vs DOCS
-36.0%
+16.1%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.8% | +2.1% | -0.7% |
| 7D | -1.8% | -1.4% | -0.3% | -1.7% |
| 30D | -1.9% | +21.8% | -23.7% | -2.1% |
| 3M | +14.4% | +27.3% | -12.9% | +14.1% |
| 6M | +8.7% | -0.3% | +9.1% | +8.5% |
| YTD | +7.8% | -40.5% | +48.3% | +7.8% |
| 1Y | -1.5% | -61.5% | +60.0% | -1.3% |
| 3Y | -9.9% | +8.2% | -18.0% | -10.5% |
| 5Y | -10.7% | -73.4% | +62.7% | -10.9% |
| All | -19.9% | -36.0% | +16.1% | -22.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling