-46.0%
TSLL vs KHC
+11.6%
-57.6%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | +3.8% | -10.1% | -5.3% |
| 7D | -9.4% | +6.6% | -16.1% | -7.8% |
| 30D | +1.6% | +16.5% | -14.9% | +4.9% |
| 3M | +29.4% | -3.0% | +32.4% | +30.0% |
| 6M | -20.1% | +17.4% | -37.5% | -15.3% |
| YTD | -44.5% | +10.3% | -54.8% | -42.7% |
| 1Y | -46.0% | +12.5% | -58.5% | -42.5% |
| All | -46.0% | +11.6% | -57.6% | -42.5% |
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