-13.0%
KHC vs TT
+94.2%
-107.1%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.2% | +1.1% | +0.9% |
| 7D | -3.3% | +8.1% | -11.4% | -2.9% |
| 30D | +9.1% | -11.3% | +20.4% | +8.7% |
| 3M | +1.4% | -11.2% | +12.6% | +1.1% |
| 6M | +8.4% | -8.9% | +17.3% | +7.9% |
| YTD | +6.2% | +9.7% | -3.5% | +4.9% |
| 1Y | +5.7% | +1.3% | +4.4% | +4.8% |
| All | -13.0% | +94.2% | -107.1% | -17.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling