-43.1%
KHC vs TPR
+381.7%
-424.8%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | -1.8% | -2.3% | +0.5% | -1.4% |
| 30D | -1.9% | -23.0% | +21.1% | +1.3% |
| 3M | +14.4% | -12.5% | +26.9% | +15.9% |
| 6M | +8.7% | -21.4% | +30.2% | +11.4% |
| YTD | +7.8% | -3.5% | +11.3% | +6.9% |
| 1Y | -1.5% | +17.4% | -18.9% | -5.4% |
| 3Y | -9.9% | +291.3% | -301.1% | -30.5% |
| 5Y | -10.7% | +241.9% | -252.6% | -32.0% |
| 10Y | -55.7% | +322.7% | -378.4% | -72.9% |
| All | -43.1% | +381.7% | -424.8% | -68.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling