-54.1%
KHC vs TPR
+403.1%
-457.2%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.5% | -3.2% | -1.1% |
| 7D | -2.0% | +12.7% | -14.7% | -3.6% |
| 30D | +9.7% | +17.1% | -7.4% | +7.4% |
| 3M | -2.0% | -15.9% | +13.9% | -0.2% |
| 6M | +5.4% | +2.6% | +2.8% | +4.3% |
| YTD | +5.9% | +7.5% | -1.6% | +3.5% |
| 1Y | +7.5% | +32.9% | -25.5% | +1.8% |
| 3Y | -12.4% | +413.8% | -426.2% | -34.3% |
| 5Y | -15.8% | +263.9% | -279.7% | -35.2% |
| 10Y | -54.1% | +389.7% | -443.8% | -70.9% |
| All | -54.1% | +403.1% | -457.2% | -70.9% |
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