-13.5%
KHC vs TTMI
+840.7%
-854.2%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.0% | -2.8% | +0.3% |
| 7D | -2.2% | +12.2% | -14.4% | -2.0% |
| 30D | -0.1% | -5.7% | +5.6% | -0.1% |
| 3M | +8.3% | -27.5% | +35.8% | +8.5% |
| 6M | +5.0% | +47.1% | -42.2% | +4.3% |
| YTD | +8.0% | +87.5% | -79.5% | +6.6% |
| 1Y | -1.1% | +175.2% | -176.3% | -3.7% |
| 3Y | -10.7% | +901.9% | -912.7% | -19.5% |
| 5Y | -13.5% | +843.5% | -857.0% | -22.0% |
| All | -13.5% | +840.7% | -854.2% | -22.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling