-54.3%
KHC vs TXT
+100.3%
-154.6%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.4% | -1.6% | -1.3% |
| 7D | -4.8% | +0.8% | -5.6% | -5.0% |
| 30D | +0.3% | -10.4% | +10.7% | +3.0% |
| 3M | +6.7% | -14.3% | +21.1% | +10.4% |
| 6M | +4.2% | -15.1% | +19.3% | +7.8% |
| YTD | +6.7% | -8.3% | +15.0% | +8.0% |
| 1Y | -1.4% | -0.7% | -0.7% | -2.5% |
| 3Y | -11.8% | +6.0% | -17.7% | -15.4% |
| 5Y | -13.4% | +12.5% | -25.9% | -20.1% |
| 10Y | -54.3% | +103.2% | -157.5% | -66.7% |
| All | -54.3% | +100.3% | -154.6% | -66.7% |
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