+239.9%
TMUS vs KHC
-51.7%
+291.6%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.9% | -1.5% | -0.9% |
| 7D | +6.5% | -3.3% | +9.8% | +7.5% |
| 30D | +11.3% | +9.1% | +2.1% | +8.4% |
| 3M | -2.9% | +1.4% | -4.3% | -3.3% |
| 6M | -10.5% | +8.4% | -18.9% | -12.6% |
| YTD | -14.4% | +6.2% | -20.6% | -16.2% |
| 1Y | -17.9% | +5.7% | -23.6% | -19.6% |
| 3Y | +21.9% | -12.0% | +33.9% | +24.2% |
| 5Y | +52.1% | -15.3% | +67.5% | +55.1% |
| All | +239.9% | -51.7% | +291.6% | +283.6% |
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