-43.1%
KHC vs TRGP
+470.3%
-513.4%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.5% | -0.6% |
| 7D | -1.8% | +0.8% | -2.5% | -1.8% |
| 30D | -1.9% | +11.5% | -13.4% | -3.1% |
| 3M | +14.4% | +9.0% | +5.4% | +13.1% |
| 6M | +8.7% | +20.5% | -11.8% | +6.2% |
| YTD | +7.8% | +59.5% | -51.8% | +2.0% |
| 1Y | -1.5% | +77.9% | -79.4% | -8.1% |
| 3Y | -9.9% | +253.6% | -263.4% | -23.2% |
| 5Y | -10.7% | +615.5% | -626.2% | -30.8% |
| 10Y | -55.7% | +897.1% | -952.8% | -69.1% |
| All | -43.1% | +470.3% | -513.4% | -57.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TRGP.
Daily Out/Under-Performance
Portfolio return minus TRGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRGP 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 TRGP 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