-43.1%
KHC vs TEL
+301.6%
-344.8%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.6% |
| 7D | -1.8% | +3.0% | -4.7% | -2.5% |
| 30D | -1.9% | -3.9% | +2.0% | -1.0% |
| 3M | +14.4% | -5.1% | +19.5% | +15.3% |
| 6M | +8.7% | +0.6% | +8.1% | +7.2% |
| YTD | +7.8% | -7.3% | +15.1% | +8.2% |
| 1Y | -1.5% | +1.1% | -2.7% | -4.1% |
| 3Y | -9.9% | +63.7% | -73.5% | -25.4% |
| 5Y | -10.7% | +50.7% | -61.4% | -25.8% |
| 10Y | -55.7% | +290.2% | -345.9% | -76.5% |
| All | -43.1% | +301.6% | -344.8% | -71.3% |
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