-10.7%
KHC vs TE
-20.2%
+9.5%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +10.0% | -9.8% | +0.3% |
| 7D | -2.2% | +18.2% | -20.4% | -2.1% |
| 30D | -0.1% | -13.5% | +13.4% | -0.1% |
| 3M | +8.3% | -44.6% | +52.9% | +8.2% |
| 6M | +5.0% | -24.7% | +29.7% | +4.8% |
| YTD | +8.0% | -24.3% | +32.2% | +7.7% |
| 1Y | -1.1% | +155.6% | -156.7% | -2.7% |
| 3Y | -10.7% | -18.3% | +7.5% | -9.4% |
| All | -10.7% | -20.2% | +9.5% | -9.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling