-20.7%
TLT vs KHC
-55.7%
+35.0%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.2% | 0.0% |
| 7D | +0.4% | -2.2% | +2.6% | +0.4% |
| 30D | -0.3% | -0.1% | -0.2% | -0.3% |
| 3M | -1.7% | +8.3% | -10.1% | -1.5% |
| 6M | -4.9% | +5.0% | -9.9% | -4.7% |
| YTD | -2.8% | +8.0% | -10.8% | -2.5% |
| 1Y | -4.2% | -1.1% | -3.1% | -4.2% |
| 3Y | -1.1% | -10.7% | +9.6% | -1.3% |
| 5Y | -33.7% | -13.5% | -20.2% | -33.8% |
| 10Y | -20.7% | -55.4% | +34.7% | -12.7% |
| All | -20.7% | -55.7% | +35.0% | -12.7% |
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