+7.5%
KHC vs DT
-2.7%
+10.2%
-19.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.2% | +2.8% | +2.6% |
| 7D | +2.0% | +3.1% | -1.1% | +2.1% |
| 30D | +10.6% | -29.5% | +40.2% | +9.9% |
| 3M | +0.5% | -11.7% | +12.2% | +0.1% |
| 6M | +12.1% | +29.0% | -16.9% | +11.9% |
| YTD | +8.9% | +3.4% | +5.5% | +8.0% |
| 1Y | +7.5% | -4.2% | +11.7% | +7.9% |
| All | +7.5% | -2.7% | +10.2% | +7.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling