-43.7%
KHC vs TAP
-22.3%
-21.4%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -4.5% | +1.7% | -1.0% |
| 7D | +1.1% | +0.5% | +0.6% | +0.8% |
| 30D | +12.0% | +9.1% | +2.8% | +8.1% |
| 3M | +0.2% | -3.8% | +4.0% | +1.6% |
| 6M | +10.3% | -3.4% | +13.8% | +11.6% |
| YTD | +6.7% | -10.6% | +17.4% | +10.9% |
| 1Y | +10.9% | -4.4% | +15.3% | +12.0% |
| 3Y | -12.6% | -24.4% | +11.7% | -4.5% |
| 5Y | -16.3% | +2.1% | -18.4% | -20.6% |
| 10Y | -53.2% | -48.7% | -4.5% | -48.3% |
| All | -43.7% | -22.3% | -21.4% | -44.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling