+12.2%
KHC vs TE
-49.8%
+62.0%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.0% | +1.8% | -1.2% |
| 7D | -4.8% | +15.0% | -19.8% | -4.7% |
| 30D | +0.3% | -7.5% | +7.8% | +0.3% |
| 3M | +6.7% | -42.0% | +48.7% | +6.6% |
| 6M | +4.2% | -31.4% | +35.6% | +4.0% |
| YTD | +6.7% | -26.5% | +33.2% | +6.5% |
| 1Y | -1.4% | +153.1% | -154.5% | -2.7% |
| 3Y | -11.8% | -20.7% | +8.9% | -13.3% |
| 5Y | -13.4% | -45.4% | +32.1% | -13.8% |
| All | +12.2% | -49.8% | +62.0% | +13.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TE.
Daily Out/Under-Performance
Portfolio return minus TE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TE 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 TE 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