-44.5%
KHC vs TD
+364.5%
-409.0%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.3% | -0.2% | 0.0% |
| 7D | -4.6% | -3.1% | -1.5% | -3.4% |
| 30D | +8.1% | +6.7% | +1.4% | +5.1% |
| 3M | 0.0% | +3.1% | -3.1% | -1.5% |
| 6M | +7.9% | +17.6% | -9.7% | +0.1% |
| YTD | +5.3% | +34.8% | -29.5% | -8.4% |
| 1Y | +5.1% | +55.6% | -50.5% | -14.3% |
| 3Y | -12.8% | +133.1% | -145.9% | -41.6% |
| 5Y | -16.2% | +104.7% | -120.9% | -41.6% |
| 10Y | -52.3% | +303.6% | -355.8% | -78.6% |
| All | -44.5% | +364.5% | -409.0% | -77.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling