-54.3%
KHC vs TSEM
+1,283.8%
-1,338.1%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.5% | +0.3% | -1.1% |
| 7D | -4.8% | +4.7% | -9.5% | -4.9% |
| 30D | +0.3% | -14.2% | +14.5% | +0.8% |
| 3M | +6.7% | -5.0% | +11.8% | +6.1% |
| 6M | +4.2% | +87.6% | -83.4% | -1.8% |
| YTD | +6.7% | +84.4% | -77.7% | +0.3% |
| 1Y | -1.4% | +235.4% | -236.8% | -12.3% |
| 3Y | -11.8% | +668.0% | -679.7% | -29.7% |
| 5Y | -13.4% | +644.7% | -658.1% | -32.8% |
| 10Y | -54.3% | +1,326.7% | -1,381.0% | -71.6% |
| All | -54.3% | +1,283.8% | -1,338.1% | -71.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TSEM.
Daily Out/Under-Performance
Portfolio return minus TSEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSEM 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 TSEM 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