-43.1%
KHC vs DVA
+134.3%
-177.4%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.3% | -2.0% | -0.9% |
| 7D | -1.8% | +1.8% | -3.6% | -2.1% |
| 30D | -1.9% | -2.5% | +0.6% | -1.4% |
| 3M | +14.4% | -4.3% | +18.7% | +15.0% |
| 6M | +8.7% | +18.9% | -10.1% | +4.0% |
| YTD | +7.8% | +61.9% | -54.2% | -3.9% |
| 1Y | -1.5% | +35.7% | -37.2% | -8.9% |
| 3Y | -9.9% | +78.6% | -88.5% | -23.3% |
| 5Y | -10.7% | +39.2% | -49.9% | -20.7% |
| 10Y | -55.7% | +184.0% | -239.7% | -70.2% |
| All | -43.1% | +134.3% | -177.4% | -56.5% |
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