-10.3%
KHC vs DRI
+72.9%
-83.2%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.1% | -0.6% |
| 7D | -1.8% | +0.6% | -2.3% | -1.8% |
| 30D | -1.9% | +3.8% | -5.7% | -2.4% |
| 3M | +14.4% | +13.0% | +1.4% | +12.4% |
| 6M | +8.7% | +8.3% | +0.4% | +7.3% |
| YTD | +7.8% | +20.6% | -12.8% | +4.7% |
| 1Y | -1.5% | +6.5% | -8.0% | -2.8% |
| 3Y | -9.9% | +53.7% | -63.6% | -15.8% |
| All | -10.3% | +72.9% | -83.2% | -16.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling