+419.8%
TXN vs KHC
-54.1%
+473.9%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +0.9% | +3.0% | +3.6% |
| 7D | +4.0% | -1.0% | +5.0% | +4.3% |
| 30D | -2.9% | +1.9% | -4.7% | -3.5% |
| 3M | -9.1% | +3.2% | -12.3% | -10.6% |
| 6M | +36.6% | +10.0% | +26.7% | +31.7% |
| YTD | +57.5% | +6.7% | +50.8% | +52.5% |
| 1Y | +49.5% | -0.9% | +50.4% | +47.9% |
| 3Y | +76.5% | -13.6% | +90.1% | +79.4% |
| 5Y | +62.4% | -12.8% | +75.2% | +61.5% |
| All | +419.8% | -54.1% | +473.9% | +438.9% |
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