-43.1%
KHC vs TECH
+225.1%
-268.2%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | -1.8% | +0.1% | -1.9% | -1.8% |
| 30D | -1.9% | +0.7% | -2.6% | -2.0% |
| 3M | +14.4% | +36.3% | -22.0% | +9.5% |
| 6M | +8.7% | +25.6% | -16.9% | +4.5% |
| YTD | +7.8% | +23.7% | -15.9% | +3.6% |
| 1Y | -1.5% | +37.6% | -39.2% | -7.1% |
| 3Y | -9.9% | -6.6% | -3.3% | -11.9% |
| 5Y | -10.7% | -42.2% | +31.5% | -6.4% |
| 10Y | -55.7% | +187.6% | -243.3% | -70.6% |
| All | -43.1% | +225.1% | -268.2% | -61.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TECH.
Daily Out/Under-Performance
Portfolio return minus TECH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TECH 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 TECH 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