+350.1%
TJX vs KHC
-41.4%
+391.6%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.2% | -2.6% | -2.4% |
| 7D | -3.3% | -2.2% | -1.1% | -2.8% |
| 30D | -19.9% | -0.1% | -19.8% | -19.9% |
| 3M | -19.0% | +8.3% | -27.4% | -20.9% |
| 6M | -18.6% | +5.0% | -23.5% | -19.9% |
| YTD | -15.3% | +8.0% | -23.3% | -17.5% |
| 1Y | -7.3% | -1.1% | -6.2% | -7.9% |
| 3Y | +46.6% | -10.7% | +57.3% | +47.6% |
| 5Y | +98.5% | -13.5% | +112.0% | +98.5% |
| 10Y | +289.1% | -55.4% | +344.5% | +329.3% |
| All | +350.1% | -41.4% | +391.6% | +338.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling