-10.7%
KHC vs TFC
+98.6%
-109.3%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.1% | +2.3% | +0.6% |
| 7D | -2.2% | +2.2% | -4.5% | -2.6% |
| 30D | -0.1% | -2.5% | +2.4% | +0.3% |
| 3M | +8.3% | +4.5% | +3.8% | +7.4% |
| 6M | +5.0% | +11.0% | -6.0% | +2.9% |
| YTD | +8.0% | +5.9% | +2.1% | +6.6% |
| 1Y | -1.1% | +14.6% | -15.7% | -4.0% |
| 3Y | -10.7% | +96.7% | -107.4% | -21.9% |
| All | -10.7% | +98.6% | -109.3% | -21.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling