-44.0%
KHC vs TCOM
+24.2%
-68.1%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.9% | +1.8% | +0.9% |
| 7D | -3.3% | -1.4% | -1.9% | -3.2% |
| 30D | +9.1% | +11.5% | -2.4% | +8.5% |
| 3M | +1.4% | -5.2% | +6.6% | +1.6% |
| 6M | +8.4% | -16.9% | +25.3% | +9.2% |
| YTD | +6.2% | -39.9% | +46.1% | +8.6% |
| 1Y | +5.7% | -42.1% | +47.8% | +8.3% |
| 3Y | -12.0% | +28.0% | -40.1% | -14.8% |
| 5Y | -15.3% | +40.4% | -55.7% | -20.1% |
| 10Y | -51.8% | +5.6% | -57.5% | -55.3% |
| All | -44.0% | +24.2% | -68.1% | -49.3% |
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