+441.0%
TEAM vs KHC
-54.5%
+495.4%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.7% | -3.3% | -4.0% |
| 7D | -22.2% | -1.1% | -21.1% | -22.1% |
| 30D | -28.1% | +8.8% | -37.0% | -28.6% |
| 3M | -2.2% | -1.2% | -0.9% | -2.1% |
| 6M | +62.2% | +4.6% | +57.6% | +62.0% |
| YTD | -8.4% | +5.1% | -13.5% | -8.5% |
| 1Y | -6.6% | +6.2% | -12.8% | -6.8% |
| 3Y | -15.7% | -12.9% | -2.8% | -15.4% |
| 5Y | -65.7% | -16.8% | -48.9% | -65.4% |
| 10Y | +441.0% | -52.4% | +493.4% | +459.3% |
| All | +441.0% | -54.5% | +495.4% | +459.3% |
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