-43.7%
KHC vs THC
+379.5%
-423.2%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.1% | -1.7% | -2.7% |
| 7D | +1.1% | +3.7% | -2.6% | +0.8% |
| 30D | +12.0% | +9.0% | +2.9% | +11.1% |
| 3M | +0.2% | +10.4% | -10.2% | -0.8% |
| 6M | +10.3% | +45.7% | -35.3% | +6.3% |
| YTD | +6.7% | +42.6% | -35.8% | +2.7% |
| 1Y | +10.9% | +38.8% | -27.9% | +6.8% |
| 3Y | -12.6% | +418.8% | -431.5% | -26.7% |
| 5Y | -16.3% | +275.7% | -292.0% | -29.3% |
| 10Y | -53.2% | +1,496.2% | -1,549.5% | -67.4% |
| All | -43.7% | +379.5% | -423.2% | -53.1% |
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