+51.8%
TMUS vs KHC
-13.3%
+65.1%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.6% | -3.2% | -1.4% |
| 7D | +4.9% | +2.0% | +2.9% | +4.2% |
| 30D | +7.7% | +10.6% | -2.9% | +4.5% |
| 3M | -6.8% | +0.5% | -7.3% | -7.1% |
| 6M | -9.7% | +12.1% | -21.7% | -12.4% |
| YTD | -15.0% | +8.9% | -23.9% | -17.2% |
| 1Y | -19.1% | +7.5% | -26.6% | -21.1% |
| 3Y | +21.4% | -10.7% | +32.1% | +22.6% |
| All | +51.8% | -13.3% | +65.1% | +58.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling