-43.1%
KHC vs TFC
+101.9%
-145.0%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.8% | -0.7% |
| 7D | -1.8% | +2.4% | -4.2% | -2.4% |
| 30D | -1.9% | -1.3% | -0.6% | -1.6% |
| 3M | +14.4% | +6.1% | +8.3% | +12.6% |
| 6M | +8.7% | +7.3% | +1.4% | +6.4% |
| YTD | +7.8% | +8.2% | -0.4% | +5.1% |
| 1Y | -1.5% | +14.4% | -15.9% | -5.4% |
| 3Y | -9.9% | +93.7% | -103.6% | -26.2% |
| 5Y | -10.7% | +16.4% | -27.1% | -18.2% |
| 10Y | -55.7% | +101.6% | -157.3% | -69.9% |
| All | -43.1% | +101.9% | -145.0% | -61.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling