-11.5%
KHC vs TOST
-48.0%
+36.5%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.7% | -0.7% |
| 7D | -1.8% | -3.4% | +1.7% | -1.7% |
| 30D | -1.9% | -2.4% | +0.6% | -1.9% |
| 3M | +14.4% | +34.6% | -20.2% | +14.1% |
| 6M | +8.7% | +15.2% | -6.5% | +8.5% |
| YTD | +7.8% | -4.4% | +12.2% | +7.6% |
| 1Y | -1.5% | -17.4% | +15.9% | -1.6% |
| 3Y | -9.9% | +54.5% | -64.3% | -10.0% |
| All | -11.5% | -48.0% | +36.5% | -9.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling