-54.1%
KHC vs TFC
+90.1%
-144.1%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.9% | -2.7% | -1.3% |
| 7D | -2.0% | +0.3% | -2.4% | -2.1% |
| 30D | +9.7% | +9.2% | +0.5% | +7.3% |
| 3M | -2.0% | -2.9% | +0.9% | -1.4% |
| 6M | +5.4% | +3.5% | +1.9% | +4.4% |
| YTD | +5.9% | +5.4% | +0.5% | +4.0% |
| 1Y | +7.5% | +17.3% | -9.9% | +2.7% |
| 3Y | -12.4% | +96.7% | -109.1% | -28.0% |
| 5Y | -15.8% | -1.1% | -14.7% | -18.3% |
| 10Y | -54.1% | +84.7% | -138.8% | -61.4% |
| All | -54.1% | +90.1% | -144.1% | -61.4% |
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