-13.5%
KHC vs TXG
+41.0%
-54.6%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.6% | -3.7% | -1.3% |
| 7D | -4.8% | +9.1% | -13.9% | -5.1% |
| 30D | +0.3% | +14.9% | -14.6% | -0.3% |
| 3M | +6.7% | +120.0% | -113.3% | +3.3% |
| 6M | +4.2% | +221.8% | -217.6% | -1.4% |
| YTD | +6.7% | +312.6% | -305.8% | -0.6% |
| 1Y | -1.4% | +398.4% | -399.9% | -9.6% |
| All | -13.5% | +41.0% | -54.6% | -20.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling