-49.9%
KHC vs TGT
+206.3%
-256.2%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.3% | +2.2% | +2.5% |
| 7D | +2.0% | +2.6% | -0.6% | +1.4% |
| 30D | +10.6% | +4.7% | +5.9% | +9.5% |
| 3M | +0.5% | +4.6% | -4.0% | -0.6% |
| 6M | +12.1% | +34.9% | -22.8% | +5.0% |
| YTD | +8.9% | +70.9% | -62.0% | -3.1% |
| 1Y | +7.5% | +84.4% | -76.9% | -6.0% |
| 3Y | -10.7% | +69.1% | -79.8% | -23.2% |
| 5Y | -13.2% | -26.9% | +13.8% | -11.2% |
| All | -49.9% | +206.3% | -256.2% | -64.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TGT.
Daily Out/Under-Performance
Portfolio return minus TGT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TGT 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 TGT 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