-13.9%
KHC vs TEM
+111.1%
-125.0%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +11.0% | -11.8% | -0.9% |
| 7D | -2.0% | +7.6% | -9.6% | -2.1% |
| 30D | +9.7% | +19.0% | -9.4% | +9.4% |
| 3M | -2.0% | +62.2% | -64.2% | -2.9% |
| 6M | +5.4% | +69.4% | -63.9% | +4.3% |
| YTD | +5.9% | +43.0% | -37.1% | +4.9% |
| 1Y | +7.5% | +18.0% | -10.5% | +6.8% |
| All | -13.9% | +111.1% | -125.0% | -15.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling