-43.1%
KHC vs TSN
+58.9%
-102.0%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | 0.0% | -0.5% |
| 7D | -1.8% | -6.3% | +4.6% | +0.1% |
| 30D | -1.9% | -10.8% | +8.9% | +1.4% |
| 3M | +14.4% | -8.8% | +23.2% | +17.4% |
| 6M | +8.7% | -16.8% | +25.5% | +14.2% |
| YTD | +7.8% | -10.0% | +17.8% | +10.7% |
| 1Y | -1.5% | -5.3% | +3.7% | -0.4% |
| 3Y | -9.9% | +8.5% | -18.4% | -12.4% |
| 5Y | -10.7% | -22.9% | +12.2% | -6.3% |
| 10Y | -55.7% | -12.6% | -43.1% | -56.5% |
| All | -43.1% | +58.9% | -102.0% | -52.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling