-17.1%
TMUS vs KHC
+6.0%
-23.1%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.1% | +1.7% | +1.8% |
| 7D | +8.2% | -4.6% | +12.8% | +10.3% |
| 30D | +13.4% | +8.1% | +5.3% | +10.0% |
| 3M | -3.0% | 0.0% | -3.1% | -3.3% |
| 6M | -8.8% | +7.9% | -16.7% | -10.4% |
| YTD | -13.8% | +5.3% | -19.1% | -16.3% |
| 1Y | -17.1% | +5.1% | -22.2% | -19.3% |
| All | -17.1% | +6.0% | -23.1% | -19.3% |
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 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