-22.8%
KHC vs TLN
+630.2%
-653.0%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +7.1% | -9.9% | -2.3% |
| 7D | +1.1% | -1.3% | +2.4% | +1.1% |
| 30D | +12.0% | -10.5% | +22.5% | +11.4% |
| 3M | +0.2% | +0.1% | +0.1% | +0.5% |
| 6M | +10.3% | -17.4% | +27.7% | +9.8% |
| YTD | +6.7% | -9.7% | +16.4% | +7.1% |
| 1Y | +10.9% | -12.3% | +23.1% | +11.2% |
| 3Y | -12.6% | +528.3% | -540.9% | -2.1% |
| All | -22.8% | +630.2% | -653.0% | -11.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling