-44.5%
KHC vs TTMI
+631.8%
-676.3%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.1% | +3.4% | -0.6% |
| 7D | -1.1% | -11.5% | +10.4% | -0.8% |
| 30D | +8.8% | -40.3% | +49.2% | +10.9% |
| 3M | -1.2% | -44.5% | +43.3% | +0.8% |
| 6M | +4.6% | -54.1% | +58.7% | +7.2% |
| YTD | +5.1% | +4.7% | +0.5% | -1.4% |
| 1Y | +6.2% | +3.3% | +2.9% | -0.7% |
| 3Y | -12.9% | +407.2% | -420.1% | -34.7% |
| 5Y | -16.8% | +406.5% | -423.3% | -39.3% |
| 10Y | -52.4% | +420.4% | -472.8% | -67.5% |
| All | -44.5% | +631.8% | -676.3% | -65.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling