-52.3%
KHC vs TPR
+387.0%
-439.3%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.4% | -0.7% |
| 7D | -1.1% | +12.1% | -13.2% | -2.6% |
| 30D | +8.8% | +16.7% | -7.8% | +6.6% |
| 3M | -1.2% | -17.4% | +16.2% | +0.8% |
| 6M | +4.6% | +2.3% | +2.4% | +3.6% |
| YTD | +5.1% | +7.1% | -2.0% | +2.8% |
| 1Y | +6.2% | +29.5% | -23.3% | +1.0% |
| 3Y | -12.9% | +415.0% | -427.9% | -34.7% |
| 5Y | -16.8% | +261.5% | -278.2% | -35.9% |
| All | -52.3% | +387.0% | -439.3% | -69.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TPR.
Daily Out/Under-Performance
Portfolio return minus TPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPR 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 TPR 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