-55.6%
KHC vs TTMI
+1,127.6%
-1,183.2%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +3.4% | -2.5% | +0.7% |
| 7D | -1.0% | +0.7% | -1.7% | -1.0% |
| 30D | +1.9% | -8.4% | +10.3% | +2.3% |
| 3M | +3.2% | -32.5% | +35.7% | +5.2% |
| 6M | +10.0% | +32.5% | -22.5% | +5.3% |
| YTD | +6.7% | +83.2% | -76.6% | -1.6% |
| 1Y | -0.9% | +161.7% | -162.6% | -12.8% |
| 3Y | -13.6% | +890.1% | -903.7% | -37.5% |
| 5Y | -12.8% | +832.4% | -845.3% | -38.3% |
| All | -55.6% | +1,127.6% | -1,183.2% | -70.8% |
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