-23.4%
KHC vs TLN
+683.0%
-706.4%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +7.2% | -8.0% | -0.2% |
| 7D | -2.0% | +9.1% | -11.1% | -1.3% |
| 30D | +9.7% | -4.1% | +13.7% | +9.7% |
| 3M | -2.0% | +4.4% | -6.4% | -1.3% |
| 6M | +5.4% | -6.0% | +11.4% | +5.8% |
| YTD | +5.9% | -3.1% | +9.0% | +6.9% |
| 1Y | +7.5% | -6.1% | +13.5% | +8.4% |
| 3Y | -12.4% | +575.3% | -587.8% | -1.2% |
| All | -23.4% | +683.0% | -706.4% | -11.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling