-56.0%
KHC vs TGT
+207.2%
-263.2%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.1% | +0.2% | -0.7% |
| 7D | -2.5% | -5.0% | +2.5% | -1.5% |
| 30D | +0.5% | +3.0% | -2.5% | -0.2% |
| 3M | +3.0% | +22.6% | -19.6% | -1.4% |
| 6M | +6.6% | +31.2% | -24.6% | +0.5% |
| YTD | +5.8% | +63.7% | -57.9% | -4.9% |
| 1Y | -2.2% | +78.5% | -80.7% | -13.7% |
| 3Y | -12.5% | +40.5% | -53.1% | -21.6% |
| 5Y | -13.6% | -25.6% | +12.0% | -12.3% |
| All | -56.0% | +207.2% | -263.2% | -67.6% |
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