-43.7%
KHC vs TT
+827.1%
-870.8%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +2.4% | -5.2% | -3.3% |
| 7D | +1.1% | -2.0% | +3.1% | +1.5% |
| 30D | +12.0% | -14.0% | +26.0% | +15.3% |
| 3M | +0.2% | -15.9% | +16.0% | +3.5% |
| 6M | +10.3% | -17.3% | +27.7% | +13.9% |
| YTD | +6.7% | +4.0% | +2.8% | +3.4% |
| 1Y | +10.9% | -7.1% | +18.0% | +10.5% |
| 3Y | -12.6% | +90.2% | -102.9% | -30.8% |
| 5Y | -16.3% | +131.1% | -147.4% | -39.1% |
| 10Y | -53.2% | +777.7% | -830.9% | -79.4% |
| All | -43.7% | +827.1% | -870.8% | -77.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling