+43.7%
TSM vs KHC
+5.0%
+38.7%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.1% | +4.1% | +4.3% |
| 7D | +4.4% | -4.6% | +9.0% | +2.6% |
| 30D | -7.0% | +8.1% | -15.1% | -4.1% |
| 3M | -1.8% | 0.0% | -1.8% | -0.9% |
| 6M | +2.7% | +7.9% | -5.2% | +5.4% |
| YTD | +37.1% | +5.3% | +31.8% | +41.4% |
| All | +43.7% | +5.0% | +38.7% | +47.5% |
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 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