+8.9%
KHC vs DT
+98.4%
-89.6%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.6% | -1.8% | -1.2% |
| 7D | -4.8% | -0.5% | -4.3% | -4.8% |
| 30D | +0.3% | +0.1% | +0.2% | +0.2% |
| 3M | +6.7% | +24.1% | -17.4% | +5.1% |
| 6M | +4.2% | +30.1% | -26.0% | +2.1% |
| YTD | +6.7% | +16.8% | -10.0% | +5.2% |
| 1Y | -1.4% | -0.1% | -1.3% | -1.8% |
| 3Y | -11.8% | +6.8% | -18.6% | -13.3% |
| 5Y | -13.4% | -28.4% | +15.0% | -12.3% |
| All | +8.9% | +98.4% | -89.6% | -14.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DT.
Daily Out/Under-Performance
Portfolio return minus DT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DT 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 DT 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