-2.2%
KHC vs TSLQ
-49.1%
+46.9%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.4% | -3.3% | -0.9% |
| 7D | -2.5% | +5.7% | -8.2% | -2.6% |
| 30D | +0.5% | -21.1% | +21.6% | +0.7% |
| 3M | +3.0% | -11.5% | +14.5% | +2.8% |
| 6M | +6.6% | -14.9% | +21.5% | +6.5% |
| YTD | +5.8% | +2.4% | +3.4% | +5.1% |
| 1Y | -2.2% | -49.8% | +47.6% | -2.2% |
| All | -2.2% | -49.1% | +46.9% | -2.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TSLQ.
Daily Out/Under-Performance
Portfolio return minus TSLQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSLQ 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 1y: compounded portfolio wealth divided by compounded TSLQ 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…
1y analysis · Full analysis span regression · 6 months rolling