-43.0%
KHC vs TDY
+468.7%
-511.8%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.9% | +1.1% | +0.4% |
| 7D | -2.2% | -0.9% | -1.3% | -2.0% |
| 30D | -0.1% | -12.5% | +12.4% | +3.0% |
| 3M | +8.3% | -1.2% | +9.5% | +8.2% |
| 6M | +5.0% | -6.6% | +11.5% | +6.0% |
| YTD | +8.0% | +18.5% | -10.5% | +2.2% |
| 1Y | -1.1% | +10.8% | -11.9% | -4.9% |
| 3Y | -10.7% | +47.5% | -58.2% | -21.7% |
| 5Y | -13.5% | +35.8% | -49.3% | -23.5% |
| 10Y | -55.4% | +459.0% | -514.4% | -74.8% |
| All | -43.0% | +468.7% | -511.8% | -68.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling