-10.3%
KHC vs TPR
+239.8%
-250.1%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | -1.8% | -2.3% | +0.5% | -1.7% |
| 30D | -1.9% | -23.0% | +21.1% | -1.3% |
| 3M | +14.4% | -12.5% | +26.9% | +14.5% |
| 6M | +8.7% | -21.4% | +30.2% | +9.2% |
| YTD | +7.8% | -3.5% | +11.3% | +7.4% |
| 1Y | -1.5% | +17.4% | -18.9% | -2.7% |
| 3Y | -9.9% | +291.3% | -301.1% | -15.3% |
| All | -10.3% | +239.8% | -250.1% | -15.1% |
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