-54.3%
KHC vs TSN
-9.4%
-44.8%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.0% | -0.1% | -0.9% |
| 7D | -4.8% | -7.3% | +2.5% | -2.7% |
| 30D | +0.3% | -8.6% | +8.9% | +2.9% |
| 3M | +6.7% | -7.5% | +14.2% | +9.2% |
| 6M | +4.2% | -14.1% | +18.3% | +8.5% |
| YTD | +6.7% | -9.4% | +16.2% | +9.5% |
| 1Y | -1.4% | -4.1% | +2.7% | -0.7% |
| 3Y | -11.8% | +10.3% | -22.1% | -14.6% |
| 5Y | -13.4% | -19.7% | +6.4% | -9.9% |
| 10Y | -54.3% | -7.0% | -47.3% | -55.8% |
| All | -54.3% | -9.4% | -44.8% | -55.8% |
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