-52.4%
KHC vs TSN
+12.5%
-64.9%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.7% | -1.4% | -0.9% |
| 7D | -1.1% | +5.8% | -7.0% | -2.8% |
| 30D | +8.8% | +12.8% | -4.0% | +5.1% |
| 3M | -1.2% | +6.5% | -7.7% | -3.1% |
| 6M | +4.6% | -10.3% | +14.9% | +7.7% |
| YTD | +5.1% | +5.5% | -0.4% | +3.1% |
| 1Y | +6.2% | +15.8% | -9.6% | +1.3% |
| 3Y | -12.9% | +42.5% | -55.4% | -21.4% |
| 5Y | -16.8% | -14.3% | -2.4% | -15.4% |
| 10Y | -52.4% | +18.2% | -70.6% | -56.2% |
| All | -52.4% | +12.5% | -64.9% | -56.2% |
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