+2,041.6%
TSM vs KHC
-42.1%
+2,083.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -2.8% | +9.1% | +6.7% |
| 7D | -7.6% | +1.1% | -8.7% | -7.8% |
| 30D | -20.5% | +12.0% | -32.5% | -21.9% |
| 3M | -10.0% | +0.2% | -10.2% | -10.3% |
| 6M | -10.1% | +10.3% | -20.4% | -12.3% |
| YTD | +24.5% | +6.7% | +17.8% | +21.8% |
| 1Y | +31.2% | +10.9% | +20.3% | +27.4% |
| 3Y | +322.0% | -12.6% | +334.6% | +321.1% |
| 5Y | +245.3% | -16.3% | +261.5% | +242.2% |
| 10Y | +1,465.8% | -53.2% | +1,519.1% | +1,584.4% |
| All | +2,041.6% | -42.1% | +2,083.7% | +1,984.4% |
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