-4.8%
TLT vs KHC
-42.1%
+37.3%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.8% | +2.8% | -0.1% |
| 7D | +0.1% | +1.1% | -1.0% | +0.1% |
| 30D | +6.2% | +12.0% | -5.8% | +6.5% |
| 3M | +0.1% | +0.2% | -0.1% | +0.1% |
| 6M | -3.0% | +10.3% | -13.3% | -2.6% |
| YTD | -2.7% | +6.7% | -9.5% | -2.4% |
| 1Y | -4.8% | +10.9% | -15.7% | -4.4% |
| 3Y | +6.9% | -12.6% | +19.5% | +6.6% |
| 5Y | -34.5% | -16.3% | -18.2% | -34.7% |
| 10Y | -17.3% | -53.2% | +35.9% | -14.2% |
| All | -4.8% | -42.1% | +37.3% | +2.8% |
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