-12.3%
KHC vs TOST
-46.9%
+34.5%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.4% | -1.4% | -2.8% |
| 7D | +1.1% | +9.4% | -8.3% | +1.0% |
| 30D | +12.0% | +13.5% | -1.5% | +11.8% |
| 3M | +0.2% | -0.1% | +0.3% | +0.1% |
| 6M | +10.3% | +22.5% | -12.1% | +10.0% |
| YTD | +6.7% | -2.4% | +9.1% | +6.5% |
| 1Y | +10.9% | -4.7% | +15.6% | +10.6% |
| 3Y | -12.6% | +103.2% | -115.9% | -12.8% |
| 5Y | -16.3% | -41.2% | +24.9% | -14.6% |
| All | -12.3% | -46.9% | +34.5% | -10.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TOST.
Daily Out/Under-Performance
Portfolio return minus TOST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TOST 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 TOST 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