-13.6%
KHC vs TRI
-11.1%
-2.4%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.3% | +0.4% | -0.7% |
| 7D | -2.5% | -14.4% | +11.8% | -0.2% |
| 30D | +0.5% | -8.1% | +8.6% | +1.7% |
| 3M | +3.0% | +17.5% | -14.5% | +0.7% |
| 6M | +6.6% | -5.0% | +11.6% | +6.7% |
| YTD | +5.8% | -24.7% | +30.5% | +9.5% |
| 1Y | -2.2% | -41.5% | +39.3% | +5.4% |
| 3Y | -12.5% | -20.3% | +7.8% | -10.6% |
| 5Y | -13.6% | -10.9% | -2.7% | -15.3% |
| All | -13.6% | -11.1% | -2.4% | -15.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TRI.
Daily Out/Under-Performance
Portfolio return minus TRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRI 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 TRI 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