-43.7%
KHC vs TXT
+92.7%
-136.4%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.0% | -0.8% | -2.3% |
| 7D | +1.1% | -2.5% | +3.6% | +1.8% |
| 30D | +12.0% | +14.4% | -2.4% | +8.0% |
| 3M | +0.2% | -4.9% | +5.1% | +1.2% |
| 6M | +10.3% | -10.2% | +20.6% | +12.7% |
| YTD | +6.7% | -4.1% | +10.8% | +6.6% |
| 1Y | +10.9% | +4.0% | +6.9% | +8.3% |
| 3Y | -12.6% | +8.0% | -20.6% | -16.8% |
| 5Y | -16.3% | +8.4% | -24.7% | -22.0% |
| 10Y | -53.2% | +116.6% | -169.8% | -68.8% |
| All | -43.7% | +92.7% | -136.4% | -61.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling