+378.0%
TMO vs KHC
-41.4%
+419.4%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.2% | -2.0% | -1.8% |
| 7D | +0.4% | -2.2% | +2.6% | +0.9% |
| 30D | +1.5% | -0.1% | +1.6% | +1.4% |
| 3M | +28.5% | +8.3% | +20.2% | +25.5% |
| 6M | +20.4% | +5.0% | +15.4% | +18.2% |
| YTD | +4.3% | +8.0% | -3.7% | +1.4% |
| 1Y | +24.1% | -1.1% | +25.2% | +23.4% |
| 3Y | +17.5% | -10.7% | +28.2% | +18.9% |
| 5Y | +6.8% | -13.5% | +20.3% | +7.7% |
| 10Y | +311.9% | -55.4% | +367.3% | +363.2% |
| All | +378.0% | -41.4% | +419.4% | +372.1% |
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