+5.1%
KHC vs TAP
-11.8%
+16.9%
-19.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.7% | +0.8% | +0.5% |
| 7D | -4.6% | -8.0% | +3.4% | -0.6% |
| 30D | +8.1% | +4.1% | +4.0% | +6.1% |
| 3M | 0.0% | -4.4% | +4.4% | +1.9% |
| 6M | +7.9% | -1.9% | +9.9% | +8.4% |
| YTD | +5.3% | -12.1% | +17.3% | +8.8% |
| 1Y | +5.1% | -12.0% | +17.2% | +8.6% |
| All | +5.1% | -11.8% | +16.9% | +8.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling