+342.0%
TMUS vs KHC
-42.1%
+384.1%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.8% | +3.7% | +1.8% |
| 7D | +3.6% | +1.1% | +2.5% | +3.2% |
| 30D | -3.4% | +12.0% | -15.3% | -6.6% |
| 3M | -9.5% | +0.2% | -9.6% | -9.6% |
| 6M | -15.2% | +10.3% | -25.5% | -17.8% |
| YTD | -18.9% | +6.7% | -25.7% | -20.9% |
| 1Y | -17.7% | +10.9% | -28.6% | -20.6% |
| 3Y | +15.6% | -12.6% | +28.3% | +18.3% |
| 5Y | +38.9% | -16.3% | +55.2% | +42.2% |
| 10Y | +245.3% | -53.2% | +298.5% | +308.2% |
| All | +342.0% | -42.1% | +384.1% | +375.7% |
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