-51.2%
KHC vs TSN
+15.3%
-66.5%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.0% | +1.9% | +1.2% |
| 7D | -3.3% | -1.4% | -1.9% | -2.9% |
| 30D | +9.1% | +10.2% | -1.0% | +6.1% |
| 3M | +1.4% | +7.2% | -5.8% | -0.7% |
| 6M | +8.4% | -10.6% | +18.9% | +11.7% |
| YTD | +6.2% | +3.7% | +2.4% | +4.6% |
| 1Y | +5.7% | +13.5% | -7.8% | +1.4% |
| 3Y | -12.0% | +40.1% | -52.1% | -20.3% |
| 5Y | -15.3% | -14.5% | -0.9% | -13.8% |
| All | -51.2% | +15.3% | -66.5% | -54.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TSN.
Daily Out/Under-Performance
Portfolio return minus TSN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSN 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 TSN 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