-1.5%
TSCO vs KHC
-9.8%
+8.3%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.6% | -3.1% | -1.4% |
| 7D | +0.3% | +2.0% | -1.8% | -0.5% |
| 30D | +11.3% | +10.6% | +0.7% | +7.5% |
| 3M | +1.5% | +0.5% | +1.0% | +1.1% |
| 6M | +24.0% | +12.1% | +11.9% | +18.4% |
| YTD | -25.7% | +8.9% | -34.6% | -28.5% |
| 1Y | -33.6% | +7.5% | -41.0% | -35.8% |
| 3Y | -1.5% | -10.7% | +9.2% | -6.3% |
| All | -1.5% | -9.8% | +8.3% | -6.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling