-44.0%
KHC vs TD
+362.8%
-406.7%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.3% | +1.0% |
| 7D | -3.3% | +0.6% | -3.9% | -3.6% |
| 30D | +9.1% | +5.0% | +4.2% | +6.9% |
| 3M | +1.4% | +1.1% | +0.3% | +0.7% |
| 6M | +8.4% | +16.5% | -8.1% | +0.9% |
| YTD | +6.2% | +34.3% | -28.1% | -7.4% |
| 1Y | +5.7% | +52.9% | -47.2% | -13.1% |
| 3Y | -12.0% | +132.2% | -144.3% | -41.0% |
| 5Y | -15.3% | +101.9% | -117.2% | -40.6% |
| 10Y | -51.8% | +302.0% | -353.8% | -78.3% |
| All | -44.0% | +362.8% | -406.7% | -77.2% |
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