-1.5%
KHC vs TMF
-15.2%
+13.7%
-19.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2025-09-04 to 2026-09-04.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.4% | -1.0% | -0.7% |
| 7D | -1.8% | -1.4% | -0.3% | -1.6% |
| 30D | -1.9% | -2.8% | +1.0% | -1.7% |
| 3M | +14.4% | -10.9% | +25.3% | +15.2% |
| 6M | +8.7% | -21.3% | +30.0% | +9.9% |
| YTD | +7.8% | -15.9% | +23.7% | +9.0% |
| 1Y | -1.5% | -15.7% | +14.2% | +1.5% |
| All | -1.5% | -15.2% | +13.7% | +1.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 2025-09-04 to 2026-09-04: compounded portfolio wealth divided by compounded TMF 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…
2025-09-04 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling