-42.5%
KHC vs TECK
+637.7%
-680.3%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.6% | +4.2% | +2.7% |
| 7D | +2.0% | -0.4% | +2.5% | +2.0% |
| 30D | +10.6% | -7.1% | +17.7% | +11.1% |
| 3M | +0.5% | -5.5% | +6.0% | +0.7% |
| 6M | +12.1% | -9.7% | +21.8% | +12.3% |
| YTD | +8.9% | +26.3% | -17.3% | +5.7% |
| 1Y | +7.5% | +44.4% | -36.9% | +3.0% |
| 3Y | -10.7% | +70.1% | -80.8% | -17.1% |
| 5Y | -13.2% | +125.8% | -139.0% | -23.5% |
| 10Y | -50.6% | +200.6% | -251.2% | -61.6% |
| All | -42.5% | +637.7% | -680.3% | -58.2% |
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