-55.6%
KHC vs TECK
+377.7%
-433.3%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.8% | 0.0% | +0.8% |
| 7D | -1.0% | -3.8% | +2.8% | -0.7% |
| 30D | +1.9% | +0.7% | +1.1% | +1.7% |
| 3M | +3.2% | +4.6% | -1.4% | +2.5% |
| 6M | +10.0% | +25.1% | -15.1% | +7.0% |
| YTD | +6.7% | +39.2% | -32.5% | +2.5% |
| 1Y | -0.9% | +60.3% | -61.2% | -6.4% |
| 3Y | -13.6% | +62.9% | -76.5% | -20.1% |
| 5Y | -12.8% | +181.5% | -194.3% | -27.3% |
| All | -55.6% | +377.7% | -433.3% | -69.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TECK.
Daily Out/Under-Performance
Portfolio return minus TECK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TECK 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 TECK 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