-52.3%
KHC vs DPZ
+129.5%
-181.8%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.6% | +0.2% |
| 7D | -4.6% | -3.5% | -1.1% | -4.1% |
| 30D | +8.1% | +5.7% | +2.4% | +7.3% |
| 3M | 0.0% | -7.5% | +7.5% | +0.9% |
| 6M | +7.9% | +6.2% | +1.7% | +7.0% |
| YTD | +5.3% | -19.8% | +25.0% | +7.7% |
| 1Y | +5.1% | -18.0% | +23.1% | +7.2% |
| 3Y | -12.8% | -8.8% | -4.0% | -12.4% |
| 5Y | -16.2% | -30.2% | +14.0% | -14.5% |
| 10Y | -52.3% | +132.0% | -184.3% | -58.4% |
| All | -52.3% | +129.5% | -181.8% | -58.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DPZ.
Daily Out/Under-Performance
Portfolio return minus DPZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DPZ 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 DPZ 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