-49.9%
KHC vs TTMI
+394.2%
-444.1%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.9% | +5.5% | +2.7% |
| 7D | +2.0% | +11.4% | -9.4% | +1.6% |
| 30D | +10.6% | -28.3% | +38.9% | +11.5% |
| 3M | +0.5% | -46.7% | +47.2% | +2.7% |
| 6M | +12.1% | -56.1% | +68.2% | +15.1% |
| YTD | +8.9% | +7.4% | +1.5% | +1.8% |
| 1Y | +7.5% | +17.4% | -9.9% | -0.9% |
| 3Y | -10.7% | +429.1% | -439.9% | -34.3% |
| 5Y | -13.2% | +418.8% | -431.9% | -37.9% |
| All | -49.9% | +394.2% | -444.1% | -66.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TTMI.
Daily Out/Under-Performance
Portfolio return minus TTMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TTMI 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 10y: compounded portfolio wealth divided by compounded TTMI 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…
10y analysis · Full analysis span regression · 6 months rolling