-43.1%
KHC vs THC
+348.6%
-391.7%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +9.1% |
| 6M | +8.7% | +8.3% | +0.4% | +7.5% |
| YTD | +7.8% | +33.4% | -25.6% | +4.4% |
| 1Y | -1.5% | +37.7% | -39.2% | -5.1% |
| 3Y | -9.9% | +236.8% | -246.6% | -21.3% |
| 5Y | -10.7% | +249.3% | -260.0% | -24.1% |
| 10Y | -55.7% | +995.2% | -1,050.9% | -68.0% |
| All | -43.1% | +348.6% | -391.7% | -52.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling