-12.9%
KHC vs TOST
-48.0%
+35.1%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.1% | -2.3% | -2.2% |
| 7D | -3.3% | -3.4% | +0.1% | -3.3% |
| 30D | -3.4% | -2.4% | -1.0% | -3.4% |
| 3M | +12.6% | +34.6% | -22.0% | +12.3% |
| 6M | +7.0% | +15.2% | -8.2% | +6.8% |
| YTD | +6.1% | -4.4% | +10.5% | +5.9% |
| 1Y | -3.1% | -17.4% | +14.4% | -3.2% |
| 3Y | -11.3% | +54.5% | -65.7% | -11.4% |
| All | -12.9% | -48.0% | +35.1% | -11.4% |
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