-13.5%
KHC vs TECK
+75.5%
-89.0%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.3% | +1.1% | -1.2% |
| 7D | -4.8% | +4.9% | -9.7% | -4.7% |
| 30D | +0.3% | +5.2% | -4.9% | +0.4% |
| 3M | +6.7% | +13.8% | -7.1% | +7.0% |
| 6M | +4.2% | +38.5% | -34.3% | +4.1% |
| YTD | +6.7% | +47.3% | -40.6% | +6.5% |
| 1Y | -1.4% | +81.0% | -82.4% | -2.3% |
| All | -13.5% | +75.5% | -89.0% | -15.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling