-12.8%
KHC vs TEL
+50.4%
-63.2%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.2% | -1.0% | -1.2% |
| 7D | -4.8% | +1.2% | -6.0% | -4.9% |
| 30D | +0.3% | -4.1% | +4.4% | +0.7% |
| 3M | +6.7% | -2.6% | +9.3% | +6.8% |
| 6M | +4.2% | 0.0% | +4.1% | +3.6% |
| YTD | +6.7% | -9.1% | +15.8% | +7.2% |
| 1Y | -1.4% | -0.8% | -0.6% | -2.5% |
| 3Y | -11.8% | +67.4% | -79.1% | -19.7% |
| All | -12.8% | +50.4% | -63.2% | -19.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling