-13.5%
KHC vs TSEM
+663.1%
-676.6%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.5% | +0.3% | -1.3% |
| 7D | -4.8% | +4.7% | -9.5% | -4.5% |
| 30D | +0.3% | -14.2% | +14.5% | -0.6% |
| 3M | +6.7% | -5.0% | +11.8% | +7.1% |
| 6M | +4.2% | +87.6% | -83.4% | +8.4% |
| YTD | +6.7% | +84.4% | -77.7% | +11.0% |
| 1Y | -1.4% | +235.4% | -236.8% | +4.6% |
| All | -13.5% | +663.1% | -676.6% | -12.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling