-56.0%
KHC vs TRU
+144.8%
-200.8%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.1% | -0.8% | -0.9% |
| 7D | -2.5% | -9.4% | +6.9% | -1.0% |
| 30D | +0.5% | -4.1% | +4.6% | +1.1% |
| 3M | +3.0% | +13.6% | -10.5% | +1.0% |
| 6M | +6.6% | +3.6% | +3.1% | +5.7% |
| YTD | +5.8% | -9.8% | +15.6% | +6.6% |
| 1Y | -2.2% | -13.6% | +11.4% | -1.0% |
| 3Y | -12.5% | -2.0% | -10.6% | -15.6% |
| 5Y | -13.6% | -35.8% | +22.2% | -9.2% |
| All | -56.0% | +144.8% | -200.8% | -67.8% |
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