+12.5%
KHC vs TLN
-17.6%
+30.1%
-19.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -8.5% | +12.3% | +2.8% |
| 7D | +6.6% | -6.0% | +12.7% | +6.0% |
| 30D | +16.5% | -1.5% | +18.0% | +16.3% |
| 3M | -3.0% | -3.9% | +0.9% | -3.2% |
| 6M | +17.4% | -15.0% | +32.4% | +16.2% |
| YTD | +10.3% | -12.8% | +23.2% | +10.6% |
| 1Y | +12.5% | -17.3% | +29.8% | +12.8% |
| All | +12.5% | -17.6% | +30.1% | +12.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 1y: compounded portfolio wealth divided by compounded TLN 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…
1y analysis · Full analysis span regression · 6 months rolling