-9.8%
KHC vs THC
+238.5%
-248.2%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.6% | -1.3% | -0.7% |
| 7D | -1.8% | -0.7% | -1.1% | -1.7% |
| 30D | -1.9% | +1.3% | -3.1% | -2.0% |
| 3M | +14.4% | +64.2% | -49.9% | +11.0% |
| 6M | +8.7% | +8.3% | +0.4% | +7.8% |
| YTD | +7.8% | +33.4% | -25.6% | +5.5% |
| 1Y | -1.5% | +37.7% | -39.2% | -3.9% |
| All | -9.8% | +238.5% | -248.2% | -22.9% |
Cumulative growth
Daily Returns
Daily percentage return beside THC.
Daily Out/Under-Performance
Portfolio return minus THC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × THC 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 THC 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