-43.1%
KHC vs TXT
+82.4%
-125.5%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.6% |
| 7D | -1.8% | -4.8% | +3.0% | -0.6% |
| 30D | -1.9% | -10.6% | +8.7% | +0.9% |
| 3M | +14.4% | -13.2% | +27.6% | +18.1% |
| 6M | +8.7% | -20.3% | +29.1% | +14.5% |
| YTD | +7.8% | -9.3% | +17.0% | +9.4% |
| 1Y | -1.5% | -2.7% | +1.2% | -2.1% |
| 3Y | -9.9% | +1.4% | -11.2% | -12.6% |
| 5Y | -10.7% | +9.6% | -20.3% | -17.2% |
| 10Y | -55.7% | +94.9% | -150.6% | -69.5% |
| All | -43.1% | +82.4% | -125.5% | -60.6% |
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