Asset Allocation
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in "Daily" Dividend (Based on days the market is open.), comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends. The portfolio is rebalanced Every 3 months.
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The earliest data available for this chart is Jul 6, 2015, corresponding to the inception date of KHC
Returns By Period
As of Apr 3, 2026, the "Daily" Dividend (Based on days the market is open.) returned 7.46% Year-To-Date and 10.77% of annualized return in the last 10 years.
| 1D | 1M | YTD | 6M | 1Y | 3Y* | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|---|---|
Benchmark S&P 500 Index | 0.11% | -3.43% | -3.84% | -1.98% | 16.08% | 16.86% | 10.37% | 12.29% |
Portfolio "Daily" Dividend (Based on days the market is open.) | 0.48% | -0.99% | 7.46% | 5.44% | 15.93% | 14.90% | 9.25% | 10.77% |
| Portfolio components: | ||||||||
ABBV AbbVie Inc. | -2.86% | -10.70% | -7.86% | -10.37% | 5.19% | 13.21% | 18.43% | 18.22% |
ADM Archer-Daniels-Midland Company | 2.02% | 8.59% | 29.39% | 26.90% | 59.34% | 0.44% | 8.05% | 10.67% |
BK The Bank of New York Mellon Corporation | 0.96% | 3.54% | 5.67% | 15.88% | 48.07% | 43.25% | 24.26% | 15.59% |
BLK BlackRock, Inc. | 0.96% | -7.66% | -9.19% | -15.84% | 2.56% | 15.89% | 7.27% | 13.85% |
BXP Boston Properties, Inc. | 1.49% | -5.00% | -22.22% | -29.87% | -19.94% | 4.52% | -8.46% | -4.79% |
CAG Conagra Brands, Inc. | 1.29% | -17.09% | -7.39% | -14.70% | -35.93% | -20.88% | -11.78% | -4.36% |
CAT Caterpillar Inc. | -1.79% | -0.69% | 25.49% | 46.96% | 117.26% | 48.52% | 27.57% | 28.19% |
CL Colgate-Palmolive Company | -0.32% | -10.86% | 8.40% | 10.12% | -6.75% | 6.65% | 4.06% | 4.23% |
CLX The Clorox Company | -2.97% | -16.52% | 1.42% | -15.48% | -28.68% | -10.50% | -9.18% | 0.57% |
COP ConocoPhillips Company | 1.67% | 10.12% | 40.51% | 42.17% | 27.23% | 9.86% | 23.68% | 16.34% |
Monthly Returns
Based on dividend-adjusted daily data since Jul 7, 2015, "Daily" Dividend (Based on days the market is open.)'s average daily return is +0.05%, while the average monthly return is +0.91%. At this rate, your investment would double in approximately 6.4 years.
Historically, 63% of months were positive and 37% were negative. The best month was Nov 2020 with a return of +15.4%, while the worst month was Mar 2020 at -16.5%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 3 months.
On a daily basis, "Daily" Dividend (Based on days the market is open.) closed higher 53% of trading days. The best single day was Mar 24, 2020 with a return of +10.2%, while the worst single day was Mar 16, 2020 at -12.6%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 6.34% | 3.32% | -2.78% | 0.61% | 7.46% | ||||||||
| 2025 | 3.30% | 1.57% | -3.35% | -5.59% | 3.78% | 3.99% | 0.85% | 4.82% | 2.38% | -3.29% | 2.31% | -0.66% | 9.92% |
| 2024 | -1.45% | 1.12% | 6.61% | -4.23% | 2.74% | 0.62% | 8.25% | 2.76% | 2.37% | -0.52% | 4.90% | -6.89% | 16.38% |
| 2023 | 5.96% | -5.23% | -2.74% | 0.28% | -6.33% | 6.89% | 6.34% | -2.60% | -4.50% | -4.50% | 9.31% | 6.78% | 8.13% |
| 2022 | 0.07% | -0.83% | 3.17% | -3.75% | 2.26% | -10.16% | 4.34% | -2.81% | -10.81% | 9.97% | 6.28% | -3.64% | -7.77% |
| 2021 | 0.06% | 6.75% | 6.87% | 4.61% | 3.44% | -2.00% | -0.51% | 1.79% | -2.88% | 3.98% | -1.44% | 7.44% | 31.11% |
Benchmark Metrics
"Daily" Dividend (Based on days the market is open.) has an annualized alpha of 0.43%, beta of 0.88, and R² of 0.74 versus S&P 500 Index. Calculated based on daily prices since July 07, 2015.
- This portfolio participated in 95.75% of S&P 500 Index downside but only 91.15% of its upside — more exposed to losses than it benefited from rallies.
- With beta of 0.88 and R² of 0.74, this portfolio moves broadly in line with S&P 500 Index — much of its variation is explained by market exposure rather than independent behavior.
- Alpha
- 0.43%
- Beta
- 0.88
- R²
- 0.74
- Upside Capture
- 91.15%
- Downside Capture
- 95.75%
Expense Ratio
"Daily" Dividend (Based on days the market is open.) has an expense ratio of 0.00%, meaning no management fees are charged. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.
Return for Risk
Risk / Return Rank
"Daily" Dividend (Based on days the market is open.) ranks 21 for risk / return — below 21% of portfolios on our site. The returns aren't fully compensating for the risk involved. This isn't necessarily a dealbreaker, but factor it into your decision — especially if you're risk-averse.
Return / Risk — by metrics
| Portfolio | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.92 | 0.88 | +0.04 |
Sortino ratioReturn per unit of downside risk | 1.35 | 1.37 | -0.02 |
Omega ratioGain probability vs. loss probability | 1.20 | 1.21 | -0.01 |
Calmar ratioReturn relative to maximum drawdown | 1.13 | 1.39 | -0.26 |
Martin ratioReturn relative to average drawdown | 4.71 | 6.43 | -1.72 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
How much return does each position deliver for the risk it carries? Higher values mean better reward for the risk taken.
| Risk / Return Rank | Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio | |
|---|---|---|---|---|---|---|
ABBV AbbVie Inc. | 43 | 0.19 | 0.44 | 1.06 | 0.28 | 0.62 |
ADM Archer-Daniels-Midland Company | 90 | 2.10 | 2.77 | 1.36 | 4.54 | 12.66 |
BK The Bank of New York Mellon Corporation | 88 | 2.04 | 2.52 | 1.38 | 3.77 | 11.60 |
BLK BlackRock, Inc. | 41 | 0.09 | 0.32 | 1.05 | 0.20 | 0.51 |
BXP Boston Properties, Inc. | 15 | -0.64 | -0.73 | 0.91 | -0.56 | -1.40 |
CAG Conagra Brands, Inc. | 5 | -1.33 | -1.96 | 0.78 | -0.93 | -1.39 |
CAT Caterpillar Inc. | 96 | 3.39 | 4.01 | 1.54 | 6.61 | 23.24 |
CL Colgate-Palmolive Company | 26 | -0.32 | -0.32 | 0.96 | -0.34 | -0.60 |
CLX The Clorox Company | 5 | -1.20 | -1.64 | 0.81 | -0.89 | -1.49 |
COP ConocoPhillips Company | 63 | 0.79 | 1.23 | 1.16 | 1.27 | 2.45 |
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Dividends
Dividend yield
"Daily" Dividend (Based on days the market is open.) provided a 3.81% dividend yield over the last twelve months.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 3.81% | 3.93% | 3.65% | 4.08% | 4.46% | 3.41% | 4.00% | 3.70% | 3.70% | 2.83% | 3.69% | 3.98% |
| Portfolio components: | ||||||||||||
ABBV AbbVie Inc. | 3.18% | 2.87% | 3.49% | 3.82% | 3.49% | 3.84% | 4.41% | 4.83% | 3.89% | 2.65% | 3.64% | 3.41% |
ADM Archer-Daniels-Midland Company | 2.78% | 3.55% | 3.96% | 2.49% | 1.72% | 2.19% | 2.86% | 3.02% | 3.27% | 3.19% | 2.63% | 3.05% |
BK The Bank of New York Mellon Corporation | 1.69% | 1.72% | 2.32% | 3.04% | 3.12% | 2.24% | 2.92% | 2.34% | 2.21% | 1.60% | 1.52% | 1.65% |
BLK BlackRock, Inc. | 2.21% | 1.95% | 1.99% | 2.46% | 2.75% | 1.80% | 2.01% | 2.63% | 3.08% | 1.95% | 2.41% | 2.56% |
BXP Boston Properties, Inc. | 5.95% | 4.98% | 5.27% | 5.59% | 5.80% | 3.40% | 4.15% | 2.78% | 3.11% | 2.35% | 2.15% | 3.02% |
CAG Conagra Brands, Inc. | 8.91% | 8.09% | 5.05% | 4.75% | 3.32% | 3.44% | 2.52% | 2.48% | 3.98% | 2.19% | 29.36% | 2.37% |
CAT Caterpillar Inc. | 0.83% | 1.02% | 1.49% | 1.69% | 1.93% | 2.07% | 2.26% | 2.56% | 2.58% | 1.97% | 3.32% | 4.33% |
CL Colgate-Palmolive Company | 2.44% | 2.61% | 2.18% | 2.40% | 2.36% | 2.10% | 2.05% | 2.48% | 2.79% | 2.11% | 2.37% | 2.25% |
CLX The Clorox Company | 4.88% | 4.88% | 2.98% | 3.34% | 3.33% | 2.60% | 2.15% | 2.63% | 2.41% | 2.21% | 2.62% | 2.38% |
COP ConocoPhillips Company | 2.48% | 3.40% | 3.35% | 3.37% | 4.23% | 2.70% | 4.23% | 2.05% | 1.86% | 1.93% | 1.99% | 6.30% |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.
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Worst Drawdowns
The table below displays the maximum drawdowns of the "Daily" Dividend (Based on days the market is open.). A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.
The maximum drawdown for the "Daily" Dividend (Based on days the market is open.) was 39.11%, occurring on Mar 23, 2020. Recovery took 172 trading sessions.
The current "Daily" Dividend (Based on days the market is open.) drawdown is 3.56%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -39.11% | Jan 24, 2020 | 41 | Mar 23, 2020 | 172 | Nov 24, 2020 | 213 |
| -22.3% | Apr 21, 2022 | 113 | Sep 30, 2022 | 374 | Mar 28, 2024 | 487 |
| -19.16% | Nov 27, 2024 | 89 | Apr 8, 2025 | 72 | Jul 23, 2025 | 161 |
| -17.29% | Jan 29, 2018 | 229 | Dec 24, 2018 | 70 | Apr 5, 2019 | 299 |
| -14.17% | Jul 17, 2015 | 129 | Jan 20, 2016 | 57 | Apr 12, 2016 | 186 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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Diversification
Diversification Metrics
Number of Effective Assets
The portfolio contains 58 assets, with an effective number of assets of 58.00, reflecting the diversification based on asset allocation. This number of effective assets suggests that the portfolio's investments are spread across a variety of assets, indicating a well-diversified allocation. However, true diversification also depends on the correlations between assets.