+500.3%
TTD vs KHC
-51.7%
+552.0%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.9% | -4.1% | -3.2% |
| 7D | +20.8% | -3.3% | +24.1% | +20.9% |
| 30D | +27.1% | +9.1% | +18.0% | +26.9% |
| 3M | +14.7% | +1.4% | +13.3% | +14.6% |
| 6M | -26.8% | +8.4% | -35.2% | -26.8% |
| YTD | -59.2% | +6.2% | -65.4% | -59.2% |
| 1Y | -64.7% | +5.7% | -70.4% | -64.6% |
| 3Y | -75.8% | -12.0% | -63.8% | -75.9% |
| 5Y | -84.6% | -15.3% | -69.2% | -84.6% |
| All | +500.3% | -51.7% | +552.0% | +417.1% |
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