-44.5%
KHC vs TMF
-79.4%
+35.0%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | +0.1% | +0.1% |
| 7D | -4.6% | -3.4% | -1.2% | -4.7% |
| 30D | +8.1% | +11.5% | -3.4% | +8.5% |
| 3M | 0.0% | -4.5% | +4.5% | -0.1% |
| 6M | +7.9% | -15.0% | +22.9% | +7.3% |
| YTD | +5.3% | -19.9% | +25.1% | +4.5% |
| 1Y | +5.1% | -26.6% | +31.7% | +4.0% |
| 3Y | -12.8% | -29.8% | +17.0% | -13.2% |
| 5Y | -16.2% | -88.2% | +72.0% | -28.4% |
| 10Y | -52.3% | -81.4% | +29.1% | -58.2% |
| All | -44.5% | -79.4% | +35.0% | -48.5% |
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 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