+361.1%
TTD vs KHC
-54.9%
+416.1%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.2% | +0.2% | -1.0% |
| 7D | -4.6% | -4.8% | +0.2% | -4.5% |
| 30D | +3.7% | +0.3% | +3.4% | +3.7% |
| 3M | -30.2% | +6.7% | -36.9% | -30.2% |
| 6M | -51.4% | +4.2% | -55.6% | -51.4% |
| YTD | -63.4% | +6.7% | -70.2% | -63.4% |
| 1Y | -73.5% | -1.4% | -72.1% | -73.5% |
| 3Y | -83.5% | -11.8% | -71.7% | -83.5% |
| 5Y | -80.9% | -13.4% | -67.6% | -80.9% |
| All | +361.1% | -54.9% | +416.1% | +308.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling