+138.6%
TSCO vs KHC
-41.0%
+179.6%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.6% | -3.1% | -1.2% |
| 7D | +0.3% | +2.0% | -1.8% | -0.3% |
| 30D | +11.3% | +10.6% | +0.7% | +8.3% |
| 3M | +1.5% | +0.5% | +1.0% | +1.2% |
| 6M | +24.0% | +12.1% | +11.9% | +19.8% |
| YTD | -25.7% | +8.9% | -34.6% | -27.8% |
| 1Y | -33.6% | +7.5% | -41.0% | -35.2% |
| 3Y | -1.5% | -10.7% | +9.2% | 0.0% |
| 5Y | -9.6% | -13.2% | +3.6% | -7.9% |
| 10Y | +200.8% | -50.6% | +251.4% | +232.2% |
| All | +138.6% | -41.0% | +179.6% | +140.1% |
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 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