-10.7%
KHC vs TSN
+13.0%
-23.7%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.7% | -1.5% | -0.5% |
| 7D | -2.2% | -5.0% | +2.8% | 0.0% |
| 30D | -0.1% | -9.1% | +9.0% | +4.0% |
| 3M | +8.3% | -7.4% | +15.8% | +11.9% |
| 6M | +5.0% | -13.4% | +18.3% | +10.8% |
| YTD | +8.0% | -8.5% | +16.5% | +11.1% |
| 1Y | -1.1% | -3.2% | +2.1% | -1.2% |
| 3Y | -10.7% | +11.5% | -22.2% | -14.8% |
| All | -10.7% | +13.0% | -23.7% | -14.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling