-54.3%
KHC vs TPR
+383.4%
-437.7%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.0% | -1.8% | -2.7% |
| 7D | +1.1% | +14.2% | -13.1% | -0.6% |
| 30D | +12.0% | +17.1% | -5.1% | +9.6% |
| 3M | +0.2% | -17.7% | +17.9% | +2.3% |
| 6M | +10.3% | -10.2% | +20.5% | +11.0% |
| YTD | +6.7% | +4.9% | +1.8% | +4.6% |
| 1Y | +10.9% | +36.1% | -25.3% | +4.6% |
| 3Y | -12.6% | +416.5% | -429.1% | -34.5% |
| 5Y | -16.3% | +254.8% | -271.1% | -35.3% |
| All | -54.3% | +383.4% | -437.7% | -70.5% |
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