-44.0%
KHC vs DVA
+121.7%
-165.6%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -5.1% | +6.0% | +1.9% |
| 7D | -3.3% | -10.7% | +7.3% | -1.2% |
| 30D | +9.1% | -4.4% | +13.5% | +9.9% |
| 3M | +1.4% | -4.1% | +5.5% | +1.9% |
| 6M | +8.4% | -13.2% | +21.6% | +10.6% |
| YTD | +6.2% | +53.2% | -47.0% | -4.6% |
| 1Y | +5.7% | +40.8% | -35.2% | -3.4% |
| 3Y | -12.0% | +109.7% | -121.8% | -27.6% |
| 5Y | -15.3% | +64.5% | -79.9% | -29.3% |
| 10Y | -51.8% | +192.4% | -244.3% | -68.8% |
| All | -44.0% | +121.7% | -165.6% | -56.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling