-51.2%
KHC vs TFC
+77.1%
-128.2%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.7% | +1.6% | +1.1% |
| 7D | -3.3% | +0.1% | -3.4% | -3.3% |
| 30D | +9.1% | +8.6% | +0.5% | +6.9% |
| 3M | +1.4% | -4.3% | +5.7% | +2.4% |
| 6M | +8.4% | +5.4% | +2.9% | +6.8% |
| YTD | +6.2% | +4.5% | +1.7% | +4.5% |
| 1Y | +5.7% | +14.0% | -8.3% | +1.7% |
| 3Y | -12.0% | +93.4% | -105.4% | -27.4% |
| 5Y | -15.3% | +0.5% | -15.8% | -18.3% |
| All | -51.2% | +77.1% | -128.2% | -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