+1,753.6%
TSM vs KHC
-55.7%
+1,809.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.2% | +2.2% | +2.3% |
| 7D | +6.0% | -2.2% | +8.2% | +6.3% |
| 30D | +4.5% | -0.1% | +4.6% | +4.5% |
| 3M | +3.1% | +8.3% | -5.2% | +1.4% |
| 6M | +30.2% | +5.0% | +25.3% | +28.6% |
| YTD | +45.2% | +8.0% | +37.2% | +42.5% |
| 1Y | +79.6% | -1.1% | +80.7% | +78.6% |
| 3Y | +411.0% | -10.7% | +421.7% | +408.5% |
| 5Y | +290.7% | -13.5% | +304.2% | +285.4% |
| 10Y | +1,753.6% | -55.4% | +1,809.0% | +1,834.5% |
| All | +1,753.6% | -55.7% | +1,809.3% | +1,834.5% |
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 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