-12.2%
KHC vs TEM
+60.7%
-72.9%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.7% | +0.2% |
| 7D | -2.2% | +3.2% | -5.5% | -2.3% |
| 30D | -0.1% | +23.5% | -23.6% | -0.6% |
| 3M | +8.3% | +32.3% | -24.0% | +7.7% |
| 6M | +5.0% | +23.0% | -18.1% | +4.3% |
| YTD | +8.0% | +8.9% | -0.9% | +7.5% |
| 1Y | -1.1% | -19.9% | +18.8% | -1.1% |
| All | -12.2% | +60.7% | -72.9% | -13.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TEM.
Daily Out/Under-Performance
Portfolio return minus TEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEM 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 3y: compounded portfolio wealth divided by compounded TEM 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…
3y analysis · Full analysis span regression · 6 months rolling