-16.8%
KHC vs TYL
-22.0%
+5.3%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.8% | -1.6% | -0.8% |
| 7D | -1.1% | +4.3% | -5.5% | -1.6% |
| 30D | +8.8% | +28.0% | -19.1% | +6.2% |
| 3M | -1.2% | +32.3% | -33.5% | -4.0% |
| 6M | +4.6% | +29.9% | -25.3% | +1.6% |
| YTD | +5.1% | -7.1% | +12.2% | +4.3% |
| 1Y | +6.2% | -9.2% | +15.5% | +5.6% |
| 3Y | -12.9% | +0.7% | -13.6% | -13.7% |
| 5Y | -16.8% | -21.1% | +4.3% | -20.8% |
| All | -16.8% | -22.0% | +5.3% | -20.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling