-43.1%
KHC vs TRU
+242.3%
-285.4%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -5.9% | +5.3% | +0.3% |
| 7D | -1.8% | -6.8% | +5.0% | -0.7% |
| 30D | -1.9% | 0.0% | -1.9% | -1.9% |
| 3M | +14.4% | +13.3% | +1.1% | +11.9% |
| 6M | +8.7% | +3.4% | +5.3% | +7.7% |
| YTD | +7.8% | -6.4% | +14.2% | +8.0% |
| 1Y | -1.5% | -9.7% | +8.2% | -1.0% |
| 3Y | -9.9% | +0.1% | -10.0% | -13.6% |
| 5Y | -10.7% | -34.0% | +23.3% | -6.9% |
| 10Y | -55.7% | +147.9% | -203.6% | -68.7% |
| All | -43.1% | +242.3% | -285.4% | -62.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling