-13.4%
KHC vs TRU
-36.4%
+23.1%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.8% | -0.4% | -1.1% |
| 7D | -4.8% | -6.5% | +1.7% | -4.3% |
| 30D | +0.3% | -2.5% | +2.8% | +0.5% |
| 3M | +6.7% | +10.4% | -3.6% | +6.0% |
| 6M | +4.2% | +1.6% | +2.5% | +3.9% |
| YTD | +6.7% | -9.7% | +16.4% | +7.1% |
| 1Y | -1.4% | -17.3% | +15.8% | -0.7% |
| 3Y | -11.8% | -1.8% | -9.9% | -12.4% |
| 5Y | -13.4% | -36.2% | +22.9% | -14.8% |
| All | -13.4% | -36.4% | +23.1% | -14.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling