+2.8%
TLT vs KHC
-9.8%
+12.6%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.6% | -3.0% | -0.7% |
| 7D | -3.1% | +2.0% | -5.1% | -3.3% |
| 30D | +1.0% | +10.6% | -9.6% | +0.1% |
| 3M | -2.7% | +0.5% | -3.2% | -2.9% |
| 6M | -4.1% | +12.1% | -16.2% | -5.3% |
| YTD | -5.4% | +8.9% | -14.3% | -6.3% |
| 1Y | -7.0% | +7.5% | -14.5% | -7.9% |
| 3Y | +2.8% | -10.7% | +13.6% | +4.7% |
| All | +2.8% | -9.8% | +12.6% | +4.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling