-16.2%
KHC vs TPR
+238.0%
-254.2%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.7% | +1.8% | +0.2% |
| 7D | -4.6% | +6.4% | -11.0% | -4.8% |
| 30D | +8.1% | +13.8% | -5.6% | +7.7% |
| 3M | 0.0% | -16.6% | +16.7% | +0.4% |
| 6M | +7.9% | +0.7% | +7.3% | +7.6% |
| YTD | +5.3% | +5.3% | -0.1% | +4.6% |
| 1Y | +5.1% | +32.4% | -27.2% | +3.5% |
| 3Y | -12.8% | +406.4% | -419.2% | -18.8% |
| 5Y | -16.2% | +227.9% | -244.1% | -18.2% |
| All | -16.2% | +238.0% | -254.2% | -18.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling