+582.8%
TXN vs KHC
-41.6%
+624.4%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.7% | +2.5% | +2.0% |
| 7D | -0.1% | -1.8% | +1.7% | +0.4% |
| 30D | -6.9% | -1.9% | -5.1% | -6.6% |
| 3M | -14.9% | +14.4% | -29.3% | -19.1% |
| 6M | +29.0% | +8.7% | +20.3% | +24.3% |
| YTD | +51.5% | +7.8% | +43.7% | +45.8% |
| 1Y | +41.6% | -1.5% | +43.1% | +40.1% |
| 3Y | +65.8% | -9.9% | +75.7% | +66.2% |
| 5Y | +56.8% | -10.7% | +67.5% | +54.4% |
| 10Y | +387.5% | -55.7% | +443.2% | +466.0% |
| All | +582.8% | -41.6% | +624.4% | +572.3% |
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 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