-14.1%
KHC vs TMF
-88.6%
+74.5%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.4% | +3.9% | +2.7% |
| 7D | +2.0% | -9.3% | +11.3% | +2.7% |
| 30D | +10.6% | +1.9% | +8.7% | +10.5% |
| 3M | +0.5% | -11.2% | +11.7% | +1.2% |
| 6M | +12.1% | -17.7% | +29.8% | +13.3% |
| YTD | +8.9% | -24.5% | +33.4% | +10.5% |
| 1Y | +7.5% | -29.4% | +36.9% | +9.5% |
| 3Y | -10.7% | -33.4% | +22.7% | -9.4% |
| All | -14.1% | -88.6% | +74.5% | -11.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling