+1,502.2%
TSM vs KHC
-54.7%
+1,557.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.8% | +4.3% | +3.6% |
| 7D | -2.5% | -2.0% | -0.5% | -2.3% |
| 30D | -14.3% | +9.7% | -23.9% | -15.3% |
| 3M | -7.2% | -2.0% | -5.2% | -7.2% |
| 6M | -5.1% | +5.4% | -10.6% | -6.5% |
| YTD | +28.9% | +5.9% | +23.0% | +26.7% |
| 1Y | +37.1% | +7.5% | +29.6% | +34.3% |
| 3Y | +341.5% | -12.4% | +353.9% | +340.3% |
| 5Y | +245.7% | -15.8% | +261.5% | +242.3% |
| 10Y | +1,502.2% | -54.1% | +1,556.3% | +1,484.1% |
| All | +1,502.2% | -54.7% | +1,557.0% | +1,484.1% |
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 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