+7.0%
KHC vs TOST
-6.7%
+13.7%
-19.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.3% | -1.1% | -0.8% |
| 7D | -2.0% | +4.0% | -6.1% | -2.4% |
| 30D | +9.7% | +11.1% | -1.4% | +8.6% |
| 3M | -2.0% | +0.8% | -2.9% | -2.5% |
| 6M | +5.4% | +38.8% | -33.4% | +3.3% |
| YTD | +5.9% | -2.1% | +8.0% | +3.2% |
| All | +7.0% | -6.7% | +13.7% | +4.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling