-14.1%
KHC vs TNA
-46.7%
+32.6%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.0% | +3.6% | +2.6% |
| 7D | +2.0% | +3.7% | -1.7% | +1.8% |
| 30D | +10.6% | +4.4% | +6.2% | +10.2% |
| 3M | +0.5% | -26.7% | +27.2% | +1.9% |
| 6M | +12.1% | -12.8% | +24.9% | +12.4% |
| YTD | +8.9% | +22.7% | -13.8% | +6.7% |
| 1Y | +7.5% | +35.7% | -28.2% | +4.5% |
| 3Y | -10.7% | +134.6% | -145.3% | -18.1% |
| All | -14.1% | -46.7% | +32.6% | -16.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling