-10.7%
KHC vs TAP
-22.2%
+11.4%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +3.2% | -0.7% | +1.1% |
| 7D | +2.0% | +1.3% | +0.8% | +1.5% |
| 30D | +10.6% | +5.7% | +4.9% | +7.9% |
| 3M | +0.5% | -1.9% | +2.4% | +1.1% |
| 6M | +12.1% | +0.9% | +11.1% | +11.2% |
| YTD | +8.9% | -9.5% | +18.4% | +12.4% |
| 1Y | +7.5% | -9.0% | +16.4% | +10.6% |
| 3Y | -10.7% | -22.2% | +11.5% | -4.2% |
| All | -10.7% | -22.2% | +11.4% | -4.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling