-4.8%
TLT vs KHC
-41.6%
+36.7%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +0.9% | +0.1% |
| 7D | -0.4% | -1.8% | +1.3% | -0.5% |
| 30D | -0.6% | -1.9% | +1.3% | -0.6% |
| 3M | -2.7% | +14.4% | -17.1% | -2.3% |
| 6M | -5.6% | +8.7% | -14.3% | -5.3% |
| YTD | -2.8% | +7.8% | -10.6% | -2.5% |
| 1Y | -1.4% | -1.5% | +0.1% | -1.4% |
| 3Y | -1.6% | -9.9% | +8.3% | -1.7% |
| 5Y | -33.8% | -10.7% | -23.1% | -33.7% |
| 10Y | -21.1% | -55.7% | +34.6% | -18.7% |
| All | -4.8% | -41.6% | +36.7% | +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