-44.5%
KHC vs TRU
+251.8%
-296.2%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +4.2% |
| 3M | 0.0% | +2.3% | -2.3% | -0.6% |
| 6M | +7.9% | +17.7% | -9.7% | +4.7% |
| YTD | +5.3% | -3.8% | +9.1% | +4.8% |
| 1Y | +5.1% | -0.3% | +5.4% | +3.9% |
| 3Y | -12.8% | +58.4% | -71.2% | -23.2% |
| 5Y | -16.2% | -24.0% | +7.8% | -15.8% |
| 10Y | -52.3% | +187.9% | -240.2% | -67.7% |
| All | -44.5% | +251.8% | -296.2% | -63.2% |
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