-2.2%
KHC vs DVA
+33.5%
-35.7%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | 0.0% | -0.8% |
| 7D | -2.5% | -0.2% | -2.3% | -2.5% |
| 30D | +0.5% | +1.7% | -1.1% | +0.3% |
| 3M | +3.0% | -8.7% | +11.7% | +4.3% |
| 6M | +6.6% | +19.7% | -13.0% | +4.5% |
| YTD | +5.8% | +59.6% | -53.8% | +0.4% |
| 1Y | -2.2% | +37.1% | -39.3% | -0.1% |
| All | -2.2% | +33.5% | -35.7% | -0.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DVA.
Daily Out/Under-Performance
Portfolio return minus DVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DVA 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 1y: compounded portfolio wealth divided by compounded DVA 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…
1y analysis · Full analysis span regression · 6 months rolling