-53.7%
KHC vs DRI
+355.9%
-409.7%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.8% | +2.0% | +0.5% |
| 7D | -2.2% | -1.2% | -1.0% | -2.0% |
| 30D | -0.1% | -0.4% | +0.3% | -0.1% |
| 3M | +8.3% | +9.5% | -1.2% | +6.6% |
| 6M | +5.0% | +6.5% | -1.5% | +3.7% |
| YTD | +8.0% | +18.4% | -10.4% | +4.6% |
| 1Y | -1.1% | +4.2% | -5.3% | -2.4% |
| 3Y | -10.7% | +57.1% | -67.8% | -18.2% |
| 5Y | -13.5% | +70.4% | -83.9% | -22.7% |
| All | -53.7% | +355.9% | -409.7% | -65.6% |
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