-49.9%
KHC vs TYL
+183.6%
-233.5%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.1% | +2.5% | +2.6% |
| 7D | +2.0% | +0.8% | +1.2% | +1.9% |
| 30D | +10.6% | +21.1% | -10.5% | +7.2% |
| 3M | +0.5% | +28.9% | -28.4% | -3.7% |
| 6M | +12.1% | +42.0% | -30.0% | +5.4% |
| YTD | +8.9% | -6.6% | +15.5% | +8.7% |
| 1Y | +7.5% | -9.1% | +16.6% | +7.8% |
| 3Y | -10.7% | +1.8% | -12.6% | -13.0% |
| 5Y | -13.2% | -22.9% | +9.8% | -11.6% |
| All | -49.9% | +183.6% | -233.5% | -62.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TYL.
Daily Out/Under-Performance
Portfolio return minus TYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TYL 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 TYL 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