+70.1%
TXN vs KHC
-12.8%
+82.9%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.9% | -0.2% | -1.0% |
| 7D | +2.0% | -2.5% | +4.5% | +2.2% |
| 30D | -8.0% | +0.5% | -8.5% | -8.1% |
| 3M | -7.8% | +3.0% | -10.8% | -8.4% |
| 6M | +32.4% | +6.6% | +25.8% | +30.4% |
| YTD | +51.7% | +5.8% | +45.9% | +49.3% |
| 1Y | +44.3% | -2.2% | +46.5% | +44.8% |
| All | +70.1% | -12.8% | +82.9% | +71.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling