-54.1%
KHC vs DRI
+370.8%
-424.9%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.5% | -2.3% | -1.0% |
| 7D | -2.0% | +3.1% | -5.2% | -2.5% |
| 30D | +9.7% | +16.2% | -6.6% | +7.1% |
| 3M | -2.0% | +8.4% | -10.4% | -3.4% |
| 6M | +5.4% | +19.0% | -13.6% | +2.3% |
| YTD | +5.9% | +28.8% | -22.9% | +1.1% |
| 1Y | +7.5% | +33.1% | -25.7% | +2.0% |
| 3Y | -12.4% | +70.8% | -83.2% | -20.9% |
| 5Y | -15.8% | +74.2% | -90.1% | -25.0% |
| 10Y | -54.1% | +345.5% | -399.6% | -63.4% |
| All | -54.1% | +370.8% | -424.9% | -63.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 DRI 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