-13.5%
KHC vs DOW
-37.1%
+23.6%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.2% | +0.1% |
| 7D | -2.2% | -2.9% | +0.7% | -1.8% |
| 30D | -0.1% | +2.0% | -2.0% | -0.4% |
| 3M | +8.3% | -12.5% | +20.9% | +10.1% |
| 6M | +5.0% | -9.2% | +14.2% | +5.2% |
| YTD | +8.0% | +30.8% | -22.8% | +1.4% |
| 1Y | -1.1% | +29.4% | -30.5% | -7.3% |
| 3Y | -10.7% | -34.6% | +23.8% | -7.5% |
| 5Y | -13.5% | -35.9% | +22.4% | -11.1% |
| All | -13.5% | -37.1% | +23.6% | -11.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DOW.
Daily Out/Under-Performance
Portfolio return minus DOW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOW 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 DOW 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