+10.9%
KHC vs TW
+221.1%
-210.2%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.8% | -1.5% | -0.8% |
| 7D | -1.8% | -2.3% | +0.6% | -1.4% |
| 30D | -1.9% | +3.9% | -5.8% | -2.5% |
| 3M | +14.4% | +5.7% | +8.7% | +13.3% |
| 6M | +8.7% | -14.5% | +23.2% | +11.0% |
| YTD | +7.8% | -0.9% | +8.6% | +7.3% |
| 1Y | -1.5% | -13.5% | +12.0% | +0.1% |
| 3Y | -9.9% | +25.0% | -34.8% | -15.0% |
| 5Y | -10.7% | +22.7% | -33.4% | -16.4% |
| All | +10.9% | +221.1% | -210.2% | -16.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 TW 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