-43.0%
KHC vs TKO
+1,306.6%
-1,349.6%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +5.0% | -4.8% | -0.3% |
| 7D | -2.2% | +7.2% | -9.4% | -2.9% |
| 30D | -0.1% | +4.7% | -4.8% | -0.6% |
| 3M | +8.3% | -3.2% | +11.6% | +8.6% |
| 6M | +5.0% | -2.9% | +7.8% | +5.0% |
| YTD | +8.0% | -5.8% | +13.8% | +8.3% |
| 1Y | -1.1% | -1.1% | 0.0% | -1.4% |
| 3Y | -10.7% | +111.1% | -121.8% | -19.1% |
| 5Y | -13.5% | +315.6% | -329.1% | -29.1% |
| 10Y | -55.4% | +978.5% | -1,033.9% | -69.9% |
| All | -43.0% | +1,306.6% | -1,349.6% | -62.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TKO.
Daily Out/Under-Performance
Portfolio return minus TKO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TKO 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 TKO 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