-54.3%
KHC vs TAP
-51.4%
-2.9%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.9% | -0.2% | -0.8% |
| 7D | -4.8% | -5.1% | +0.3% | -2.8% |
| 30D | +0.3% | -8.4% | +8.7% | +3.9% |
| 3M | +6.7% | -3.9% | +10.6% | +8.3% |
| 6M | +4.2% | -14.4% | +18.5% | +10.6% |
| YTD | +6.7% | -14.7% | +21.5% | +13.2% |
| 1Y | -1.4% | -18.7% | +17.3% | +6.4% |
| 3Y | -11.8% | -32.6% | +20.9% | +1.4% |
| 5Y | -13.4% | -1.4% | -11.9% | -17.1% |
| 10Y | -54.3% | -50.4% | -3.9% | -46.9% |
| All | -54.3% | -51.4% | -2.9% | -46.9% |
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