+468.5%
TXN vs KHC
-50.5%
+519.0%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +2.6% | -5.4% | -3.5% |
| 7D | +9.5% | +2.0% | +7.4% | +8.9% |
| 30D | +8.7% | +10.6% | -1.9% | +5.6% |
| 3M | +11.6% | +0.5% | +11.1% | +10.9% |
| 6M | +0.1% | +12.1% | -12.0% | -4.2% |
| YTD | +78.8% | +8.9% | +69.9% | +71.6% |
| 1Y | +91.2% | +7.5% | +83.7% | +84.2% |
| 3Y | +125.8% | -10.7% | +136.5% | +126.9% |
| 5Y | +83.8% | -13.2% | +97.0% | +82.9% |
| All | +468.5% | -50.5% | +519.0% | +450.7% |
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