+302.0%
TRV vs KHC
-54.1%
+356.1%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.9% | +1.2% | +1.8% |
| 7D | +1.9% | -1.0% | +2.9% | +2.2% |
| 30D | +1.7% | +1.9% | -0.2% | +1.0% |
| 3M | +23.9% | +3.2% | +20.7% | +22.3% |
| 6M | +26.3% | +10.0% | +16.3% | +22.0% |
| YTD | +30.8% | +6.7% | +24.1% | +27.1% |
| 1Y | +36.3% | -0.9% | +37.2% | +35.3% |
| 3Y | +145.0% | -13.6% | +158.6% | +150.6% |
| 5Y | +163.9% | -12.8% | +176.7% | +166.5% |
| All | +302.0% | -54.1% | +356.1% | +308.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling