-12.4%
KHC vs TYL
+0.5%
-13.0%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.6% | -0.2% | -0.7% |
| 7D | -2.0% | +3.5% | -5.6% | -2.6% |
| 30D | +9.7% | +26.9% | -17.2% | +6.0% |
| 3M | -2.0% | +33.8% | -35.9% | -6.1% |
| 6M | +5.4% | +28.8% | -23.4% | +1.2% |
| YTD | +5.9% | -7.9% | +13.8% | +5.0% |
| 1Y | +7.5% | -9.8% | +17.2% | +6.8% |
| 3Y | -12.4% | +1.2% | -13.6% | -11.3% |
| All | -12.4% | +0.5% | -13.0% | -11.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling