-42.5%
KHC vs DVA
+122.3%
-164.8%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.3% | +2.3% | +2.5% |
| 7D | +2.0% | -8.8% | +10.8% | +3.8% |
| 30D | +10.6% | -3.4% | +14.0% | +11.2% |
| 3M | +0.5% | -2.6% | +3.1% | +0.7% |
| 6M | +12.1% | -11.9% | +23.9% | +14.0% |
| YTD | +8.9% | +53.6% | -44.7% | -2.2% |
| 1Y | +7.5% | +41.9% | -34.4% | -1.9% |
| 3Y | -10.7% | +97.5% | -108.2% | -25.5% |
| 5Y | -13.2% | +65.0% | -78.1% | -27.5% |
| 10Y | -50.6% | +193.2% | -243.8% | -68.0% |
| All | -42.5% | +122.3% | -164.8% | -55.8% |
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