-10.3%
KHC vs TAP
+2.2%
-12.5%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.5% | -0.6% |
| 7D | -1.8% | -2.3% | +0.6% | -0.9% |
| 30D | -1.9% | -2.1% | +0.3% | -1.1% |
| 3M | +14.4% | +6.6% | +7.8% | +11.6% |
| 6M | +8.7% | -11.5% | +20.2% | +13.5% |
| YTD | +7.8% | -10.3% | +18.0% | +11.6% |
| 1Y | -1.5% | -14.4% | +12.9% | +3.6% |
| 3Y | -9.9% | -28.3% | +18.4% | -0.3% |
| All | -10.3% | +2.2% | -12.5% | -14.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling