-43.0%
KHC vs TDG
+709.6%
-752.6%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.5% | +1.7% | +0.4% |
| 7D | -2.2% | -0.9% | -1.3% | -2.1% |
| 30D | -0.1% | -6.5% | +6.5% | +1.0% |
| 3M | +8.3% | -5.1% | +13.4% | +9.1% |
| 6M | +5.0% | -11.5% | +16.5% | +6.7% |
| YTD | +8.0% | -13.9% | +21.9% | +10.0% |
| 1Y | -1.1% | -11.5% | +10.4% | +0.2% |
| 3Y | -10.7% | +53.7% | -64.4% | -18.6% |
| 5Y | -13.5% | +135.5% | -149.0% | -28.1% |
| 10Y | -55.4% | +535.2% | -590.6% | -70.7% |
| All | -43.0% | +709.6% | -752.6% | -64.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling