-43.1%
KHC vs DPZ
+242.9%
-286.0%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.7% | +1.0% | -0.4% |
| 7D | -1.8% | -2.5% | +0.8% | -1.4% |
| 30D | -1.9% | -7.0% | +5.1% | -0.9% |
| 3M | +14.4% | +11.6% | +2.8% | +12.5% |
| 6M | +8.7% | -15.2% | +23.9% | +11.0% |
| YTD | +7.8% | -17.2% | +25.0% | +10.3% |
| 1Y | -1.5% | -24.8% | +23.3% | +2.0% |
| 3Y | -9.9% | -8.7% | -1.2% | -9.7% |
| 5Y | -10.7% | -28.9% | +18.2% | -8.6% |
| 10Y | -55.7% | +153.6% | -209.3% | -66.9% |
| All | -43.1% | +242.9% | -286.0% | -63.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling