-54.1%
KHC vs TAP
-49.5%
-4.6%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.2% | +0.4% | -0.3% |
| 7D | -2.0% | -7.8% | +5.8% | +1.3% |
| 30D | +9.7% | +7.1% | +2.5% | +6.6% |
| 3M | -2.0% | -7.0% | +5.0% | +0.8% |
| 6M | +5.4% | -3.8% | +9.2% | +6.8% |
| YTD | +5.9% | -11.7% | +17.6% | +10.6% |
| 1Y | +7.5% | -10.1% | +17.6% | +11.3% |
| 3Y | -12.4% | -23.7% | +11.3% | -4.4% |
| 5Y | -15.8% | +2.9% | -18.7% | -20.8% |
| 10Y | -54.1% | -49.5% | -4.6% | -47.3% |
| All | -54.1% | -49.5% | -4.6% | -47.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 10y: compounded portfolio wealth divided by compounded TAP 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…
10y analysis · Full analysis span regression · 6 months rolling