-52.3%
KHC vs TPR
+378.8%
-431.1%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.7% | +1.8% | +0.3% |
| 7D | -4.6% | +6.4% | -11.0% | -5.4% |
| 30D | +8.1% | +13.8% | -5.6% | +6.2% |
| 3M | 0.0% | -16.6% | +16.7% | +2.0% |
| 6M | +7.9% | +0.7% | +7.3% | +7.1% |
| YTD | +5.3% | +5.3% | -0.1% | +3.1% |
| 1Y | +5.1% | +32.4% | -27.2% | -0.4% |
| 3Y | -12.8% | +406.4% | -419.2% | -34.5% |
| 5Y | -16.2% | +227.9% | -244.1% | -34.2% |
| 10Y | -52.3% | +371.7% | -424.0% | -69.7% |
| All | -52.3% | +378.8% | -431.1% | -69.7% |
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