-49.9%
KHC vs TRU
+183.1%
-233.0%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.1% | +2.5% | +2.6% |
| 7D | +2.0% | 0.0% | +2.0% | +2.0% |
| 30D | +10.6% | +21.3% | -10.7% | +7.3% |
| 3M | +0.5% | +0.2% | +0.3% | +0.2% |
| 6M | +12.1% | +22.4% | -10.3% | +8.4% |
| YTD | +8.9% | -4.8% | +13.7% | +8.6% |
| 1Y | +7.5% | -0.2% | +7.7% | +6.4% |
| 3Y | -10.7% | +57.9% | -68.6% | -20.4% |
| 5Y | -13.2% | -26.1% | +13.0% | -11.8% |
| All | -49.9% | +183.1% | -233.0% | -61.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 10y: compounded portfolio wealth divided by compounded TRU 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…
10y analysis · Full analysis span regression · 6 months rolling