+2,340.0%
TSM vs KHC
-41.6%
+2,381.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.7% | +3.5% | +3.0% |
| 7D | +2.7% | -1.8% | +4.5% | +3.0% |
| 30D | +3.6% | -1.9% | +5.5% | +3.8% |
| 3M | -3.4% | +14.4% | -17.8% | -6.1% |
| 6M | +20.6% | +8.7% | +11.9% | +18.1% |
| YTD | +41.9% | +7.8% | +34.1% | +38.9% |
| 1Y | +84.4% | -1.5% | +85.9% | +83.3% |
| 3Y | +380.2% | -9.9% | +390.1% | +376.3% |
| 5Y | +275.3% | -10.7% | +286.1% | +266.0% |
| 10Y | +1,751.4% | -55.7% | +1,807.1% | +1,946.2% |
| All | +2,340.0% | -41.6% | +2,381.6% | +2,276.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling