-14.8%
KHC vs TXT
+7.8%
-22.6%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.0% | -0.8% | -2.5% |
| 7D | +1.1% | -2.5% | +3.6% | +1.5% |
| 30D | +12.0% | +14.4% | -2.4% | +9.5% |
| 3M | +0.2% | -4.9% | +5.1% | +0.8% |
| 6M | +10.3% | -10.2% | +20.6% | +11.7% |
| YTD | +6.7% | -4.1% | +10.8% | +6.5% |
| 1Y | +10.9% | +4.0% | +6.9% | +9.0% |
| 3Y | -12.6% | +8.0% | -20.6% | -15.6% |
| All | -14.8% | +7.8% | -22.6% | -17.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling