-54.3%
KHC vs TFC
+97.4%
-151.7%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.8% | -0.4% | -1.0% |
| 7D | -4.8% | -1.3% | -3.5% | -4.5% |
| 30D | +0.3% | -2.3% | +2.6% | +0.8% |
| 3M | +6.7% | +2.5% | +4.3% | +6.0% |
| 6M | +4.2% | +9.5% | -5.3% | +1.6% |
| YTD | +6.7% | +5.1% | +1.7% | +5.0% |
| 1Y | -1.4% | +15.5% | -16.9% | -5.4% |
| 3Y | -11.8% | +95.2% | -106.9% | -27.4% |
| 5Y | -13.4% | +14.5% | -27.8% | -20.0% |
| 10Y | -54.3% | +97.2% | -151.5% | -64.5% |
| All | -54.3% | +97.4% | -151.7% | -64.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TFC.
Daily Out/Under-Performance
Portfolio return minus TFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TFC 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 10y: compounded portfolio wealth divided by compounded TFC 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…
10y analysis · Full analysis span regression · 6 months rolling