-13.6%
KHC vs TDY
+39.0%
-52.6%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.2% | -0.4% | +0.7% |
| 7D | -1.0% | -1.1% | +0.1% | -0.9% |
| 30D | +1.9% | -12.0% | +13.9% | +3.5% |
| 3M | +3.2% | -3.2% | +6.4% | +3.4% |
| 6M | +10.0% | -7.9% | +17.8% | +10.8% |
| YTD | +6.7% | +18.2% | -11.5% | +2.8% |
| 1Y | -0.9% | +6.7% | -7.5% | -2.8% |
| 3Y | -13.6% | +47.5% | -61.1% | -21.3% |
| All | -13.6% | +39.0% | -52.6% | -22.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 TDY 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