-43.1%
KHC vs DTE
+202.7%
-245.9%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | 0.0% | -0.3% |
| 7D | -1.8% | +0.2% | -1.9% | -1.8% |
| 30D | -1.9% | -2.6% | +0.7% | -0.8% |
| 3M | +14.4% | -3.9% | +18.3% | +16.3% |
| 6M | +8.7% | -7.9% | +16.6% | +12.6% |
| YTD | +7.8% | +7.2% | +0.6% | +3.9% |
| 1Y | -1.5% | +3.1% | -4.6% | -3.5% |
| 3Y | -9.9% | +47.6% | -57.4% | -26.1% |
| 5Y | -10.7% | +32.7% | -43.5% | -23.7% |
| 10Y | -55.7% | +138.8% | -194.5% | -72.7% |
| All | -43.1% | +202.7% | -245.9% | -69.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling