-55.6%
KHC vs TD
+306.3%
-361.9%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.7% | +0.2% | +0.6% |
| 7D | -1.0% | -0.5% | -0.5% | -0.8% |
| 30D | +1.9% | -1.9% | +3.8% | +2.5% |
| 3M | +3.2% | +4.8% | -1.6% | +0.8% |
| 6M | +10.0% | +28.0% | -18.0% | -1.5% |
| YTD | +6.7% | +30.3% | -23.6% | -5.4% |
| 1Y | -0.9% | +59.8% | -60.7% | -19.8% |
| 3Y | -13.6% | +124.7% | -138.2% | -40.8% |
| 5Y | -12.8% | +127.0% | -139.8% | -42.6% |
| All | -55.6% | +306.3% | -361.9% | -79.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TD.
Daily Out/Under-Performance
Portfolio return minus TD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TD 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 10y: compounded portfolio wealth divided by compounded TD 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…
10y analysis · Full analysis span regression · 6 months rolling