+379.4%
TTD vs KHC
-54.5%
+433.9%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.7% | -3.7% | -4.4% |
| 7D | +6.3% | -1.8% | +8.1% | +6.4% |
| 30D | -23.9% | -1.9% | -22.0% | -23.9% |
| 3M | -31.4% | +14.4% | -45.8% | -31.3% |
| 6M | -42.7% | +8.7% | -51.4% | -42.6% |
| YTD | -62.0% | +7.8% | -69.8% | -61.9% |
| 1Y | -72.2% | -1.5% | -70.7% | -72.2% |
| 3Y | -81.9% | -9.9% | -72.1% | -82.0% |
| 5Y | -81.5% | -10.7% | -70.8% | -81.5% |
| All | +379.4% | -54.5% | +433.9% | +324.8% |
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