-1.3%
KHC vs TTMI
+155.7%
-157.0%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.9% | +2.8% | -1.5% |
| 7D | -4.8% | +7.5% | -12.3% | -4.2% |
| 30D | +0.3% | -4.5% | +4.8% | +0.2% |
| 3M | +6.7% | -28.5% | +35.2% | +5.6% |
| 6M | +4.2% | +28.4% | -24.2% | +5.6% |
| YTD | +6.7% | +80.1% | -73.3% | +9.9% |
| All | -1.3% | +155.7% | -157.0% | +3.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling