-10.1%
KHC vs TLN
+476.4%
-486.5%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.8% | -4.4% | -0.4% |
| 7D | -1.8% | +7.1% | -8.8% | -1.3% |
| 30D | -1.9% | -3.9% | +2.0% | -2.0% |
| 3M | +14.4% | -16.2% | +30.6% | +13.5% |
| 6M | +8.7% | -5.8% | +14.5% | +8.7% |
| YTD | +7.8% | -15.4% | +23.2% | +7.5% |
| 1Y | -1.5% | -16.7% | +15.2% | -1.7% |
| All | -10.1% | +476.4% | -486.5% | -4.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling