+395.2%
TMUS vs KHC
-41.6%
+436.8%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.7% | -2.8% | -3.2% |
| 7D | +0.1% | -1.8% | +1.8% | +0.6% |
| 30D | +5.3% | -1.9% | +7.1% | +5.8% |
| 3M | +3.1% | +14.4% | -11.3% | -1.0% |
| 6M | -16.5% | +8.7% | -25.2% | -18.7% |
| YTD | -9.2% | +7.8% | -16.9% | -11.6% |
| 1Y | -26.5% | -1.5% | -25.0% | -26.5% |
| 3Y | +39.0% | -9.9% | +48.9% | +40.7% |
| 5Y | +40.4% | -10.7% | +51.1% | +40.8% |
| 10Y | +303.7% | -55.7% | +359.4% | +392.4% |
| All | +395.2% | -41.6% | +436.8% | +431.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling