-43.1%
KHC vs TSEM
+1,381.3%
-1,424.4%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +7.8% | -8.5% | -1.0% |
| 7D | -1.8% | +6.9% | -8.7% | -2.1% |
| 30D | -1.9% | +5.3% | -7.2% | -2.3% |
| 3M | +14.4% | -14.9% | +29.3% | +14.4% |
| 6M | +8.7% | +80.0% | -71.3% | +2.1% |
| YTD | +7.8% | +89.4% | -81.6% | +0.3% |
| 1Y | -1.5% | +253.1% | -254.6% | -13.8% |
| 3Y | -9.9% | +642.1% | -652.0% | -28.9% |
| 5Y | -10.7% | +659.1% | -669.8% | -31.7% |
| 10Y | -55.7% | +1,291.4% | -1,347.1% | -71.1% |
| All | -43.1% | +1,381.3% | -1,424.4% | -64.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling