-10.3%
TSCO vs KHC
-13.3%
+3.0%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +7.6% |
| 3M | +1.5% | +0.5% | +1.0% | +1.1% |
| 6M | +24.0% | +12.1% | +11.9% | +18.7% |
| YTD | -25.7% | +8.9% | -34.6% | -28.4% |
| 1Y | -33.6% | +7.5% | -41.0% | -35.7% |
| 3Y | -1.5% | -10.7% | +9.2% | -0.1% |
| All | -10.3% | -13.3% | +3.0% | -2.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling