-54.1%
KHC vs DPZ
+125.0%
-179.1%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.7% | -0.8% |
| 7D | -2.0% | +3.7% | -5.7% | -2.5% |
| 30D | +9.7% | +8.0% | +1.6% | +8.5% |
| 3M | -2.0% | -4.2% | +2.2% | -1.6% |
| 6M | +5.4% | +4.6% | +0.8% | +4.7% |
| YTD | +5.9% | -18.4% | +24.3% | +8.1% |
| 1Y | +7.5% | -16.8% | +24.2% | +9.4% |
| 3Y | -12.4% | -5.0% | -7.4% | -12.5% |
| 5Y | -15.8% | -27.8% | +12.0% | -14.4% |
| 10Y | -54.1% | +121.1% | -175.1% | -61.2% |
| All | -54.1% | +125.0% | -179.1% | -61.2% |
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