+309.1%
TMUS vs KHC
-55.7%
+364.8%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | -0.1% | 0.0% |
| 7D | -0.3% | -2.2% | +2.0% | +0.4% |
| 30D | +3.1% | -0.1% | +3.2% | +3.1% |
| 3M | +2.4% | +8.3% | -5.9% | 0.0% |
| 6M | -17.1% | +5.0% | -22.0% | -18.4% |
| YTD | -9.1% | +8.0% | -17.1% | -11.4% |
| 1Y | -23.6% | -1.1% | -22.5% | -23.8% |
| 3Y | +38.8% | -10.7% | +49.6% | +40.8% |
| 5Y | +43.0% | -13.5% | +56.5% | +44.9% |
| 10Y | +309.1% | -55.4% | +364.5% | +388.3% |
| All | +309.1% | -55.7% | +364.8% | +388.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling