-10.3%
KHC vs TYL
-25.2%
+14.9%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.0% | +3.3% | -0.3% |
| 7D | -1.8% | -3.7% | +1.9% | -1.4% |
| 30D | -1.9% | +18.7% | -20.6% | -3.4% |
| 3M | +14.4% | +18.1% | -3.7% | +12.5% |
| 6M | +8.7% | -1.1% | +9.8% | +8.2% |
| YTD | +7.8% | -19.8% | +27.6% | +8.6% |
| 1Y | -1.5% | -34.3% | +32.8% | +0.6% |
| 3Y | -9.9% | -8.2% | -1.6% | -9.6% |
| All | -10.3% | -25.2% | +14.9% | -13.6% |
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