-52.4%
KHC vs TMF
-82.2%
+29.8%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.9% | +3.1% | -0.8% |
| 7D | -1.1% | -1.1% | -0.1% | -1.2% |
| 30D | +8.8% | +11.8% | -3.0% | +9.2% |
| 3M | -1.2% | -4.0% | +2.8% | -1.4% |
| 6M | +4.6% | -16.5% | +21.2% | +4.0% |
| YTD | +5.1% | -19.9% | +25.0% | +4.4% |
| 1Y | +6.2% | -25.6% | +31.8% | +5.2% |
| 3Y | -12.9% | -29.9% | +17.0% | -13.3% |
| 5Y | -16.8% | -88.2% | +71.5% | -29.7% |
| 10Y | -52.4% | -81.7% | +29.3% | -59.7% |
| All | -52.4% | -82.2% | +29.8% | -59.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling