+244.6%
TMUS vs KHC
-52.1%
+296.8%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.1% | +1.7% | +1.8% |
| 7D | +8.2% | -4.6% | +12.8% | +9.7% |
| 30D | +13.4% | +8.1% | +5.3% | +10.8% |
| 3M | -3.0% | 0.0% | -3.1% | -3.1% |
| 6M | -8.8% | +7.9% | -16.7% | -10.8% |
| YTD | -13.8% | +5.3% | -19.1% | -15.4% |
| 1Y | -17.1% | +5.1% | -22.2% | -18.6% |
| 3Y | +22.7% | -12.8% | +35.5% | +25.4% |
| 5Y | +52.8% | -16.2% | +69.0% | +56.3% |
| 10Y | +244.6% | -52.3% | +296.9% | +292.8% |
| All | +244.6% | -52.1% | +296.8% | +292.8% |
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 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