-21.5%
KHC vs TSLQ
-97.2%
+75.6%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.4% | -3.3% | -0.9% |
| 7D | -2.5% | +5.7% | -8.2% | -2.5% |
| 30D | +0.5% | -21.1% | +21.6% | +0.4% |
| 3M | +3.0% | -11.5% | +14.5% | +3.0% |
| 6M | +6.6% | -14.9% | +21.5% | +6.7% |
| YTD | +5.8% | +2.4% | +3.4% | +6.0% |
| 1Y | -2.2% | -49.8% | +47.6% | -2.6% |
| 3Y | -12.5% | -95.8% | +83.3% | -14.2% |
| All | -21.5% | -97.2% | +75.6% | -20.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling