-13.5%
KHC vs TSN
-20.8%
+7.3%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.7% | -1.5% | -0.4% |
| 7D | -2.2% | -5.0% | +2.8% | -0.5% |
| 30D | -0.1% | -9.1% | +9.0% | +3.2% |
| 3M | +8.3% | -7.4% | +15.8% | +11.2% |
| 6M | +5.0% | -13.4% | +18.3% | +9.7% |
| YTD | +8.0% | -8.5% | +16.5% | +10.7% |
| 1Y | -1.1% | -3.2% | +2.1% | -0.7% |
| 3Y | -10.7% | +11.5% | -22.2% | -13.8% |
| 5Y | -13.5% | -19.5% | +6.0% | -12.3% |
| All | -13.5% | -20.8% | +7.3% | -12.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling