-13.4%
KHC vs DTE
+31.9%
-45.3%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.9% | -0.3% | -0.8% |
| 7D | -4.8% | 0.0% | -4.8% | -4.8% |
| 30D | +0.3% | -0.5% | +0.8% | +0.4% |
| 3M | +6.7% | -6.0% | +12.7% | +9.6% |
| 6M | +4.2% | -7.2% | +11.4% | +7.4% |
| YTD | +6.7% | +7.2% | -0.4% | +3.0% |
| 1Y | -1.4% | +4.1% | -5.5% | -3.7% |
| 3Y | -11.8% | +46.9% | -58.6% | -27.0% |
| 5Y | -13.4% | +32.9% | -46.3% | -26.1% |
| All | -13.4% | +31.9% | -45.3% | -26.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 DTE 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