-10.1%
KHC vs DT
+8.9%
-19.1%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.6% | +1.0% | -0.7% |
| 7D | -1.8% | -3.3% | +1.5% | -1.7% |
| 30D | -1.9% | +2.0% | -3.9% | -1.9% |
| 3M | +14.4% | +20.0% | -5.6% | +14.2% |
| 6M | +8.7% | +39.3% | -30.6% | +8.6% |
| YTD | +7.8% | +19.8% | -12.0% | +7.7% |
| 1Y | -1.5% | +4.3% | -5.8% | -1.4% |
| All | -10.1% | +8.9% | -19.1% | -11.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling