-29.4%
TSCO vs KHC
+11.6%
-41.0%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +3.8% | +0.5% | +2.7% |
| 7D | +15.7% | +6.6% | +9.1% | +12.9% |
| 30D | +16.4% | +16.5% | -0.1% | +10.2% |
| 3M | +11.2% | -3.0% | +14.2% | +12.0% |
| 6M | +14.9% | +17.4% | -2.5% | +7.1% |
| YTD | -25.4% | +10.3% | -35.8% | -28.5% |
| 1Y | -29.4% | +12.5% | -41.8% | -33.8% |
| All | -29.4% | +11.6% | -41.0% | -33.8% |
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