+75.4%
TSM vs KHC
-1.8%
+77.3%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.2% | +0.3% | -1.2% |
| 7D | +4.8% | -4.8% | +9.6% | +3.2% |
| 30D | +4.0% | +0.3% | +3.7% | +4.2% |
| 3M | +2.0% | +6.7% | -4.7% | +4.0% |
| 6M | +25.5% | +4.2% | +21.3% | +27.8% |
| YTD | +44.0% | +6.7% | +37.3% | +47.8% |
| 1Y | +75.4% | -1.4% | +76.8% | +80.3% |
| All | +75.4% | -1.8% | +77.3% | +80.3% |
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