-9.8%
KHC vs TOST
-46.1%
+36.3%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | +0.1% | -0.5% |
| 7D | +5.9% | +11.6% | -5.7% | +5.8% |
| 30D | +14.9% | +16.2% | -1.3% | +14.7% |
| 3M | 0.0% | +1.0% | -1.1% | -0.1% |
| 6M | +16.2% | +23.2% | -7.0% | +15.8% |
| YTD | +9.8% | -1.0% | +10.8% | +9.6% |
| 1Y | +12.1% | -9.9% | +22.0% | +11.8% |
| 3Y | -10.1% | +101.0% | -111.1% | -10.3% |
| 5Y | -13.9% | -40.4% | +26.5% | -12.1% |
| All | -9.8% | -46.1% | +36.3% | -8.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling