-56.8%
TSLL vs KHC
-19.0%
-37.8%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | -2.8% | +11.4% | +8.9% |
| 7D | -21.2% | +1.1% | -22.3% | -21.4% |
| 30D | -13.3% | +12.0% | -25.3% | -15.0% |
| 3M | +15.4% | +0.2% | +15.2% | +15.2% |
| 6M | -34.2% | +10.3% | -44.6% | -35.6% |
| YTD | -52.9% | +6.7% | -59.6% | -53.7% |
| 1Y | -54.3% | +10.9% | -65.2% | -55.7% |
| 3Y | -18.4% | -12.6% | -5.7% | -17.6% |
| All | -56.8% | -19.0% | -37.8% | -53.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling