+10.6%
KHC vs TE
-78.2%
+88.9%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.9% | -2.8% | +0.1% |
| 7D | -4.6% | -22.0% | +17.4% | -4.7% |
| 30D | +8.1% | -33.6% | +41.8% | +7.9% |
| 3M | 0.0% | -61.1% | +61.1% | -0.3% |
| 6M | +7.9% | -64.7% | +72.7% | +7.3% |
| YTD | +5.3% | -68.1% | +73.4% | +4.7% |
| 1Y | +5.1% | -51.7% | +56.8% | +4.1% |
| 3Y | -12.8% | +42.0% | -54.8% | -15.2% |
| 5Y | -16.2% | -80.8% | +64.6% | -17.3% |
| All | +10.6% | -78.2% | +88.9% | +11.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling