-34.3%
TLT vs KHC
-16.5%
-17.8%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.8% | +2.8% | +0.2% |
| 7D | +0.1% | +1.1% | -1.0% | 0.0% |
| 30D | +6.2% | +12.0% | -5.8% | +5.2% |
| 3M | +0.1% | +0.2% | -0.1% | -0.1% |
| 6M | -3.0% | +10.3% | -13.3% | -3.9% |
| YTD | -2.7% | +6.7% | -9.5% | -3.5% |
| 1Y | -4.8% | +10.9% | -15.7% | -6.0% |
| 3Y | +6.9% | -12.6% | +19.5% | +7.3% |
| All | -34.3% | -16.5% | -17.8% | -36.4% |
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