-43.1%
KHC vs TCOM
+17.9%
-61.0%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.2% | -0.6% |
| 7D | -1.8% | -9.5% | +7.8% | -1.2% |
| 30D | -1.9% | -10.7% | +8.9% | -1.3% |
| 3M | +14.4% | -14.6% | +29.0% | +15.2% |
| 6M | +8.7% | -19.3% | +28.0% | +9.8% |
| YTD | +7.8% | -42.9% | +50.7% | +10.6% |
| 1Y | -1.5% | -43.8% | +42.3% | +1.1% |
| 3Y | -9.9% | +2.1% | -12.0% | -11.5% |
| 5Y | -10.7% | +31.2% | -41.9% | -15.4% |
| 10Y | -55.7% | -13.9% | -41.8% | -58.0% |
| All | -43.1% | +17.9% | -61.0% | -48.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling