+19.0%
KHC vs TXG
+22.9%
-3.9%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.4% | +0.5% | -0.8% |
| 7D | -2.5% | +5.0% | -7.5% | -2.7% |
| 30D | +0.5% | +13.5% | -13.0% | 0.0% |
| 3M | +3.0% | +128.0% | -125.0% | -0.3% |
| 6M | +6.6% | +224.4% | -217.8% | +1.4% |
| YTD | +5.8% | +307.0% | -301.2% | -0.6% |
| 1Y | -2.2% | +427.2% | -429.5% | -9.5% |
| 3Y | -12.5% | +40.2% | -52.7% | -16.6% |
| 5Y | -13.6% | -64.0% | +50.4% | -12.9% |
| All | +19.0% | +22.9% | -3.9% | -4.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TXG.
Daily Out/Under-Performance
Portfolio return minus TXG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXG 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 10y: compounded portfolio wealth divided by compounded TXG 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…
10y analysis · Full analysis span regression · 6 months rolling