-42.5%
KHC vs TEL
+316.4%
-359.0%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.7% | +3.3% | +2.7% |
| 7D | +2.0% | +4.5% | -2.5% | +0.9% |
| 30D | +10.6% | +2.9% | +7.7% | +9.5% |
| 3M | +0.5% | +1.1% | -0.6% | -0.4% |
| 6M | +12.1% | +5.0% | +7.1% | +9.5% |
| YTD | +8.9% | -3.9% | +12.8% | +7.9% |
| 1Y | +7.5% | -7.4% | +14.9% | +7.3% |
| 3Y | -10.7% | +81.0% | -91.7% | -28.5% |
| 5Y | -13.2% | +42.3% | -55.5% | -26.1% |
| 10Y | -50.6% | +284.8% | -335.4% | -73.6% |
| All | -42.5% | +316.4% | -359.0% | -71.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling