-44.1%
KHC vs TSN
+85.0%
-129.1%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.3% | -1.1% | -0.9% |
| 7D | -2.0% | +4.9% | -6.9% | -3.4% |
| 30D | +9.7% | +12.1% | -2.4% | +6.1% |
| 3M | -2.0% | +4.1% | -6.1% | -3.2% |
| 6M | +5.4% | -10.9% | +16.3% | +8.7% |
| YTD | +5.9% | +4.8% | +1.1% | +4.1% |
| 1Y | +7.5% | +17.6% | -10.2% | +2.0% |
| 3Y | -12.4% | +43.2% | -55.6% | -21.1% |
| 5Y | -15.8% | -13.9% | -2.0% | -14.5% |
| 10Y | -54.1% | +11.8% | -65.9% | -57.8% |
| All | -44.1% | +85.0% | -129.1% | -55.0% |
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