-16.2%
KHC vs TCOM
+43.1%
-59.3%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.1% | +1.2% | +0.1% |
| 7D | -4.6% | +2.2% | -6.8% | -4.6% |
| 30D | +8.1% | +12.5% | -4.4% | +8.2% |
| 3M | 0.0% | -5.6% | +5.6% | -0.1% |
| 6M | +7.9% | -16.5% | +24.4% | +7.6% |
| YTD | +5.3% | -39.4% | +44.6% | +4.5% |
| 1Y | +5.1% | -41.0% | +46.1% | +4.4% |
| 3Y | -12.8% | +29.2% | -42.0% | -11.4% |
| 5Y | -16.2% | +41.6% | -57.8% | -13.3% |
| All | -16.2% | +43.1% | -59.3% | -13.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TCOM.
Daily Out/Under-Performance
Portfolio return minus TCOM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TCOM 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 TCOM 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