-44.5%
KHC vs TECK
+680.4%
-724.8%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.3% | -1.2% | 0.0% |
| 7D | -4.6% | -1.2% | -3.4% | -4.6% |
| 30D | +8.1% | -5.7% | +13.8% | +8.5% |
| 3M | 0.0% | -3.6% | +3.6% | +0.1% |
| 6M | +7.9% | -2.2% | +10.1% | +7.5% |
| YTD | +5.3% | +33.6% | -28.3% | +1.7% |
| 1Y | +5.1% | +49.0% | -43.9% | +0.5% |
| 3Y | -12.8% | +85.4% | -98.2% | -19.6% |
| 5Y | -16.2% | +138.5% | -154.7% | -26.4% |
| 10Y | -52.3% | +218.0% | -270.2% | -63.0% |
| All | -44.5% | +680.4% | -724.8% | -59.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling