-56.0%
KHC vs TEL
+301.8%
-357.8%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.9% | -0.9% |
| 7D | -2.5% | -2.3% | -0.2% | -2.0% |
| 30D | +0.5% | -6.1% | +6.6% | +1.8% |
| 3M | +3.0% | +1.7% | +1.3% | +2.2% |
| 6M | +6.6% | +1.6% | +5.0% | +4.9% |
| YTD | +5.8% | -9.1% | +14.9% | +6.6% |
| 1Y | -2.2% | -1.7% | -0.6% | -4.0% |
| 3Y | -12.5% | +67.3% | -79.9% | -27.4% |
| 5Y | -13.6% | +52.1% | -65.7% | -27.7% |
| All | -56.0% | +301.8% | -357.8% | -74.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TEL.
Daily Out/Under-Performance
Portfolio return minus TEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEL 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 TEL 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