-55.6%
KHC vs TDG
+547.7%
-603.3%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.2% | -0.3% | +0.7% |
| 7D | -1.0% | -1.9% | +0.9% | -0.7% |
| 30D | +1.9% | -7.7% | +9.6% | +3.1% |
| 3M | +3.2% | -9.3% | +12.5% | +4.6% |
| 6M | +10.0% | -9.4% | +19.3% | +11.2% |
| YTD | +6.7% | -14.3% | +20.9% | +8.6% |
| 1Y | -0.9% | -11.8% | +10.9% | +0.4% |
| 3Y | -13.6% | +52.0% | -65.5% | -20.5% |
| 5Y | -12.8% | +128.8% | -141.7% | -26.1% |
| All | -55.6% | +547.7% | -603.3% | -67.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TDG.
Daily Out/Under-Performance
Portfolio return minus TDG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDG 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 TDG 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