-43.1%
KHC vs TTMI
+1,172.5%
-1,215.7%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +8.8% | -9.5% | -1.2% |
| 7D | -1.8% | +5.9% | -7.6% | -2.1% |
| 30D | -1.9% | -4.3% | +2.4% | -1.8% |
| 3M | +14.4% | -32.0% | +46.4% | +16.6% |
| 6M | +8.7% | +19.5% | -10.7% | +4.7% |
| YTD | +7.8% | +82.0% | -74.3% | -0.9% |
| 1Y | -1.5% | +172.6% | -174.1% | -14.1% |
| 3Y | -9.9% | +744.7% | -754.5% | -33.5% |
| 5Y | -10.7% | +805.6% | -816.3% | -36.5% |
| 10Y | -55.7% | +1,057.6% | -1,113.3% | -71.1% |
| All | -43.1% | +1,172.5% | -1,215.7% | -64.8% |
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 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