-14.1%
KHC vs TXG
-65.2%
+51.1%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.5% | +4.1% | +2.6% |
| 7D | +2.0% | -1.8% | +3.9% | +2.0% |
| 30D | +10.6% | -20.4% | +31.0% | +10.9% |
| 3M | +0.5% | +0.1% | +0.4% | 0.0% |
| 6M | +12.1% | +176.2% | -164.1% | +8.3% |
| YTD | +8.9% | +256.8% | -247.9% | +4.2% |
| 1Y | +7.5% | +255.9% | -248.4% | +2.8% |
| 3Y | -10.7% | +60.2% | -70.9% | -15.2% |
| All | -14.1% | -65.2% | +51.1% | -24.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling