-14.1%
KHC vs TYL
-23.0%
+8.9%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +8.5% |
| 3M | +0.5% | +28.9% | -28.4% | -2.1% |
| 6M | +12.1% | +42.0% | -30.0% | +8.1% |
| YTD | +8.9% | -6.6% | +15.5% | +8.0% |
| 1Y | +7.5% | -9.1% | +16.6% | +6.8% |
| 3Y | -10.7% | +1.8% | -12.6% | -11.6% |
| All | -14.1% | -23.0% | +8.9% | -18.2% |
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