+322.0%
TSM vs KHC
-12.7%
+334.7%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -2.8% | +9.1% | +5.6% |
| 7D | -7.6% | +1.1% | -8.7% | -7.2% |
| 30D | -20.5% | +12.0% | -32.5% | -18.2% |
| 3M | -10.0% | +0.2% | -10.2% | -9.4% |
| 6M | -10.1% | +10.3% | -20.4% | -7.7% |
| YTD | +24.5% | +6.7% | +17.8% | +27.5% |
| 1Y | +31.2% | +10.9% | +20.3% | +35.1% |
| 3Y | +322.0% | -12.6% | +334.6% | +334.2% |
| All | +322.0% | -12.7% | +334.7% | +334.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling