-43.7%
KHC vs TMF
-78.6%
+35.0%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.2% | -2.6% | -2.8% |
| 7D | +1.1% | +1.2% | -0.1% | +1.1% |
| 30D | +12.0% | +19.7% | -7.8% | +12.6% |
| 3M | +0.2% | -2.1% | +2.3% | +0.1% |
| 6M | +10.3% | -13.4% | +23.8% | +9.7% |
| YTD | +6.7% | -16.7% | +23.5% | +6.1% |
| 1Y | +10.9% | -23.3% | +34.2% | +9.8% |
| 3Y | -12.6% | -24.8% | +12.2% | -12.8% |
| 5Y | -16.3% | -88.0% | +71.8% | -28.6% |
| 10Y | -53.2% | -84.7% | +31.5% | -59.7% |
| All | -43.7% | -78.6% | +35.0% | -47.7% |
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 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