-21.9%
KHC vs TLN
+602.5%
-624.3%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.8% | -2.6% | +0.4% |
| 7D | -2.2% | +10.9% | -13.1% | -1.5% |
| 30D | -0.1% | -6.3% | +6.2% | -0.4% |
| 3M | +8.3% | -10.7% | +19.0% | +7.8% |
| 6M | +5.0% | +1.6% | +3.3% | +5.4% |
| YTD | +8.0% | -13.1% | +21.1% | +7.9% |
| 1Y | -1.1% | -15.1% | +14.0% | -1.2% |
| 3Y | -10.7% | +495.0% | -505.7% | -0.4% |
| All | -21.9% | +602.5% | -624.3% | -10.7% |
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