-10.3%
KHC vs TT
+140.2%
-150.5%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.8% | -1.5% | -0.7% |
| 7D | -1.8% | 0.0% | -1.8% | -1.8% |
| 30D | -1.9% | -7.2% | +5.3% | -1.4% |
| 3M | +14.4% | -3.0% | +17.4% | +14.4% |
| 6M | +8.7% | +1.4% | +7.4% | +8.0% |
| YTD | +7.8% | +15.9% | -8.1% | +5.5% |
| 1Y | -1.5% | +9.4% | -10.9% | -3.1% |
| 3Y | -9.9% | +124.4% | -134.2% | -21.1% |
| All | -10.3% | +140.2% | -150.5% | -24.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling