+131.0%
TSCO vs KHC
-41.4%
+172.5%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.2% | +0.7% | +0.8% |
| 7D | +1.7% | -2.2% | +3.9% | +2.3% |
| 30D | +2.8% | -0.1% | +2.9% | +2.8% |
| 3M | +17.9% | +8.3% | +9.6% | +15.1% |
| 6M | -28.6% | +5.0% | -33.5% | -29.8% |
| YTD | -28.0% | +8.0% | -36.0% | -29.9% |
| 1Y | -39.9% | -1.1% | -38.8% | -40.0% |
| 3Y | -14.0% | -10.7% | -3.3% | -12.6% |
| 5Y | -2.9% | -13.5% | +10.6% | -1.0% |
| 10Y | +199.5% | -55.4% | +254.9% | +244.0% |
| All | +131.0% | -41.4% | +172.5% | +133.2% |
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 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