-54.3%
KHC vs TYL
+168.7%
-223.0%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.3% | -0.5% | -2.4% |
| 7D | +1.1% | +6.7% | -5.6% | 0.0% |
| 30D | +12.0% | +26.5% | -14.6% | +7.7% |
| 3M | +0.2% | +37.3% | -37.1% | -5.0% |
| 6M | +10.3% | +31.2% | -20.8% | +5.1% |
| YTD | +6.7% | -7.4% | +14.1% | +6.7% |
| 1Y | +10.9% | -9.6% | +20.4% | +11.2% |
| 3Y | -12.6% | +1.9% | -14.5% | -14.9% |
| 5Y | -16.3% | -21.1% | +4.8% | -15.4% |
| All | -54.3% | +168.7% | -223.0% | -65.5% |
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