-37.7%
TSLL vs KHC
+5.8%
-43.5%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | -2.2% | -9.6% | -11.8% |
| 7D | +1.9% | -3.3% | +5.2% | +1.7% |
| 30D | +17.8% | -3.4% | +21.2% | +16.8% |
| 3M | -37.0% | +12.6% | -49.6% | -35.5% |
| 6M | -37.7% | +7.0% | -44.7% | -35.0% |
| All | -37.7% | +5.8% | -43.5% | -35.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling