-43.1%
KHC vs TT
+933.5%
-976.7%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-04.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.8% | -1.5% | -0.9% |
| 7D | -1.8% | 0.0% | -1.8% | -1.8% |
| 30D | -1.9% | -7.2% | +5.3% | -0.3% |
| 3M | +14.4% | -3.0% | +17.4% | +14.5% |
| 6M | +8.7% | +1.4% | +7.4% | +7.2% |
| YTD | +7.8% | +15.9% | -8.1% | +2.5% |
| 1Y | -1.5% | +9.4% | -10.9% | -5.2% |
| 3Y | -9.9% | +124.4% | -134.2% | -31.5% |
| 5Y | -10.7% | +138.0% | -148.7% | -34.6% |
| 10Y | -55.7% | +886.4% | -942.1% | -81.0% |
| All | -43.1% | +933.5% | -976.7% | -77.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TT.
Daily Out/Under-Performance
Portfolio return minus TT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TT 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 1990-01-01 to 2026-09-04: compounded portfolio wealth divided by compounded TT 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…
1990-01-01 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling