-13.6%
KHC vs TDG
+125.9%
-139.4%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.1% | -1.0% | -0.9% |
| 7D | -2.5% | -2.7% | +0.2% | -2.2% |
| 30D | +0.5% | -9.3% | +9.8% | +1.6% |
| 3M | +3.0% | -7.1% | +10.1% | +3.8% |
| 6M | +6.6% | -11.2% | +17.8% | +7.8% |
| YTD | +5.8% | -15.3% | +21.0% | +7.3% |
| 1Y | -2.2% | -12.5% | +10.2% | -1.3% |
| 3Y | -12.5% | +51.2% | -63.8% | -18.1% |
| 5Y | -13.6% | +126.1% | -139.7% | -24.6% |
| All | -13.6% | +125.9% | -139.4% | -24.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling