-52.3%
KHC vs TAP
-47.8%
-4.4%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.7% | +0.8% | +0.4% |
| 7D | -4.6% | -8.0% | +3.4% | -1.3% |
| 30D | +8.1% | +4.1% | +4.0% | +6.3% |
| 3M | 0.0% | -4.4% | +4.4% | +1.7% |
| 6M | +7.9% | -1.9% | +9.9% | +8.5% |
| YTD | +5.3% | -12.1% | +17.3% | +10.1% |
| 1Y | +5.1% | -12.0% | +17.2% | +9.9% |
| 3Y | -12.8% | -25.0% | +12.2% | -4.2% |
| 5Y | -16.2% | -1.1% | -15.1% | -19.7% |
| 10Y | -52.3% | -47.6% | -4.6% | -47.5% |
| All | -52.3% | -47.8% | -4.4% | -47.5% |
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