-43.1%
KHC vs TECK
+745.8%
-788.9%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.4% | -1.1% | -0.7% |
| 7D | -1.8% | -0.3% | -1.4% | -1.7% |
| 30D | -1.9% | +4.6% | -6.5% | -2.3% |
| 3M | +14.4% | +2.8% | +11.6% | +13.8% |
| 6M | +8.7% | +24.9% | -16.2% | +6.2% |
| YTD | +7.8% | +44.7% | -37.0% | +3.7% |
| 1Y | -1.5% | +112.0% | -113.5% | -8.6% |
| 3Y | -9.9% | +67.6% | -77.4% | -15.9% |
| 5Y | -10.7% | +200.3% | -211.1% | -23.4% |
| 10Y | -55.7% | +358.2% | -413.9% | -66.4% |
| All | -43.1% | +745.8% | -788.9% | -59.0% |
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