-42.5%
KHC vs DTE
+213.7%
-256.2%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.4% | +2.2% | +2.4% |
| 7D | +2.0% | +3.4% | -1.4% | +0.4% |
| 30D | +10.6% | +8.9% | +1.7% | +6.4% |
| 3M | +0.5% | +1.1% | -0.5% | -0.1% |
| 6M | +12.1% | +0.1% | +12.0% | +11.7% |
| YTD | +8.9% | +11.1% | -2.1% | +3.2% |
| 1Y | +7.5% | +4.9% | +2.5% | +4.6% |
| 3Y | -10.7% | +58.6% | -69.3% | -29.2% |
| 5Y | -13.2% | +47.3% | -60.4% | -29.3% |
| 10Y | -50.6% | +151.3% | -201.9% | -70.3% |
| All | -42.5% | +213.7% | -256.2% | -69.7% |
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