+97.3%
TJX vs KHC
-14.0%
+111.3%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.9% | +1.1% | +0.3% |
| 7D | -4.4% | -2.5% | -1.8% | -4.1% |
| 30D | -18.6% | +0.5% | -19.1% | -18.7% |
| 3M | -24.4% | +3.0% | -27.4% | -24.7% |
| 6M | -20.2% | +6.6% | -26.9% | -20.9% |
| YTD | -16.9% | +5.8% | -22.7% | -17.7% |
| 1Y | -8.5% | -2.2% | -6.3% | -8.4% |
| 3Y | +43.7% | -12.5% | +56.3% | +45.1% |
| 5Y | +97.3% | -13.6% | +110.9% | +94.5% |
| All | +97.3% | -14.0% | +111.3% | +94.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling