+7.2%
KHC vs DT
+70.5%
-63.3%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.1% | +0.4% | -0.7% |
| 7D | -1.1% | -7.5% | +6.4% | -0.7% |
| 30D | +8.8% | -31.5% | +40.4% | +11.2% |
| 3M | -1.2% | -14.0% | +12.8% | -0.6% |
| 6M | +4.6% | +6.9% | -2.2% | +3.6% |
| YTD | +5.1% | +0.3% | +4.8% | +4.3% |
| 1Y | +6.2% | -6.9% | +13.1% | +6.0% |
| 3Y | -12.9% | -13.9% | +1.0% | -13.3% |
| 5Y | -16.8% | -39.9% | +23.1% | -14.6% |
| All | +7.2% | +70.5% | -63.3% | -15.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling