-54.1%
KHC vs TXT
+115.3%
-169.4%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.2% | -3.0% | -1.3% |
| 7D | -2.0% | -3.5% | +1.5% | -1.2% |
| 30D | +9.7% | +15.2% | -5.5% | +5.7% |
| 3M | -2.0% | -4.5% | +2.5% | -1.2% |
| 6M | +5.4% | -6.1% | +11.5% | +6.4% |
| YTD | +5.9% | -2.0% | +7.9% | +5.2% |
| 1Y | +7.5% | +4.2% | +3.2% | +5.0% |
| 3Y | -12.4% | +14.4% | -26.8% | -17.7% |
| 5Y | -15.8% | +12.3% | -28.2% | -22.2% |
| 10Y | -54.1% | +101.8% | -155.9% | -65.2% |
| All | -54.1% | +115.3% | -169.4% | -65.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TXT.
Daily Out/Under-Performance
Portfolio return minus TXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXT 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 TXT 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