+10.6%
TMO vs KHC
-13.4%
+24.0%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.9% | +0.2% | +0.9% |
| 7D | -0.6% | -1.0% | +0.4% | -0.4% |
| 30D | +1.1% | +1.9% | -0.8% | +0.6% |
| 3M | +28.3% | +3.2% | +25.1% | +26.9% |
| 6M | +23.3% | +10.0% | +13.3% | +20.0% |
| YTD | +5.5% | +6.7% | -1.2% | +3.2% |
| 1Y | +24.5% | -0.9% | +25.4% | +24.1% |
| 3Y | +19.6% | -13.6% | +33.1% | +21.8% |
| All | +10.6% | -13.4% | +24.0% | +15.2% |
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