+396.0%
TTD vs KHC
-55.3%
+451.3%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.5% | -0.8% | +16.2% | +15.5% |
| 7D | +19.0% | -2.0% | +21.0% | +19.0% |
| 30D | +23.6% | +9.7% | +13.9% | +23.3% |
| 3M | +8.2% | -2.0% | +10.2% | +8.2% |
| 6M | -35.3% | +5.4% | -40.7% | -35.3% |
| YTD | -60.7% | +5.9% | -66.6% | -60.6% |
| 1Y | -65.3% | +7.5% | -72.7% | -65.2% |
| 3Y | -80.6% | -12.4% | -68.1% | -80.6% |
| 5Y | -84.6% | -15.8% | -68.8% | -84.6% |
| 10Y | +550.5% | -54.1% | +604.6% | +446.1% |
| All | +396.0% | -55.3% | +451.3% | +339.5% |
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