+502.9%
TEAM vs KHC
-55.4%
+558.4%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.2% | +1.9% | +0.8% |
| 7D | -4.7% | -4.8% | +0.1% | -4.3% |
| 30D | +17.0% | +0.3% | +16.7% | +17.0% |
| 3M | +85.9% | +6.7% | +79.2% | +85.4% |
| 6M | +116.7% | +4.2% | +112.5% | +116.4% |
| YTD | +9.6% | +6.7% | +2.9% | +9.3% |
| 1Y | -2.5% | -1.4% | -1.1% | -2.4% |
| 3Y | -14.0% | -11.8% | -2.2% | -13.7% |
| 5Y | -53.1% | -13.4% | -39.7% | -52.8% |
| 10Y | +502.9% | -54.3% | +557.2% | +529.7% |
| All | +502.9% | -55.4% | +558.4% | +529.7% |
Cumulative growth
Daily Returns
Daily percentage return beside KHC.
Daily Out/Under-Performance
Portfolio return minus KHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KHC 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 KHC 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