-43.1%
KHC vs TMF
-78.4%
+35.3%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.4% | -1.0% | -0.7% |
| 7D | -1.8% | -1.4% | -0.3% | -1.8% |
| 30D | -1.9% | -2.8% | +1.0% | -2.0% |
| 3M | +14.4% | -10.9% | +25.3% | +13.9% |
| 6M | +8.7% | -21.3% | +30.0% | +7.8% |
| YTD | +7.8% | -15.9% | +23.7% | +7.2% |
| 1Y | -1.5% | -15.7% | +14.2% | -2.0% |
| 3Y | -9.9% | -43.4% | +33.5% | -11.7% |
| 5Y | -10.7% | -87.8% | +77.0% | -23.5% |
| 10Y | -55.7% | -86.7% | +31.0% | -62.4% |
| All | -43.1% | -78.4% | +35.3% | -47.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling