-16.8%
KHC vs TTMI
+406.5%
-423.3%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.1% | +3.4% | -0.9% |
| 7D | -1.1% | -11.5% | +10.4% | -1.5% |
| 30D | +8.8% | -40.3% | +49.2% | +7.7% |
| 3M | -1.2% | -44.5% | +43.3% | -2.3% |
| 6M | +4.6% | -54.1% | +58.7% | +3.4% |
| YTD | +5.1% | +4.7% | +0.5% | +2.6% |
| 1Y | +6.2% | +3.3% | +2.9% | +3.6% |
| 3Y | -12.9% | +407.2% | -420.1% | -21.5% |
| 5Y | -16.8% | +406.5% | -423.3% | -27.6% |
| All | -16.8% | +406.5% | -423.3% | -27.6% |
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