-55.6%
KHC vs TNA
+86.1%
-141.7%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.1% | -0.2% | +0.7% |
| 7D | -1.0% | -7.3% | +6.3% | -0.1% |
| 30D | +1.9% | -14.2% | +16.1% | +3.7% |
| 3M | +3.2% | -4.6% | +7.8% | +3.5% |
| 6M | +10.0% | +36.9% | -27.0% | +4.7% |
| YTD | +6.7% | +42.5% | -35.9% | +0.6% |
| 1Y | -0.9% | +45.8% | -46.7% | -7.5% |
| 3Y | -13.6% | +104.7% | -118.2% | -27.3% |
| 5Y | -12.8% | -21.7% | +8.9% | -21.2% |
| All | -55.6% | +86.1% | -141.7% | -69.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TNA.
Daily Out/Under-Performance
Portfolio return minus TNA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TNA 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 TNA 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