-13.7%
KHC vs TRU
+59.7%
-73.4%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.2% | +0.1% |
| 7D | -4.6% | 0.0% | -4.6% | -4.6% |
| 30D | +8.1% | +24.3% | -16.1% | +5.4% |
| 3M | 0.0% | +2.3% | -2.3% | -0.5% |
| 6M | +7.9% | +17.7% | -9.7% | +6.0% |
| YTD | +5.3% | -3.8% | +9.1% | +4.7% |
| 1Y | +5.1% | -0.3% | +5.4% | +4.1% |
| All | -13.7% | +59.7% | -73.4% | -15.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling