-23.7%
TMUS vs KHC
-2.2%
-21.5%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.7% | -2.8% | -3.2% |
| 7D | +0.1% | -1.8% | +1.8% | +0.7% |
| 30D | +5.3% | -1.9% | +7.1% | +5.8% |
| 3M | +3.1% | +14.4% | -11.3% | -0.9% |
| 6M | -16.5% | +8.7% | -25.2% | -18.8% |
| YTD | -9.2% | +7.8% | -16.9% | -11.8% |
| All | -23.7% | -2.2% | -21.5% | -25.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling