-52.3%
KHC vs M
-5.1%
-47.1%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.9% | +1.0% | +0.2% |
| 7D | -4.6% | -3.3% | -1.3% | -4.3% |
| 30D | +8.1% | +8.1% | 0.0% | +7.2% |
| 3M | 0.0% | +2.2% | -2.2% | -0.3% |
| 6M | +7.9% | +35.1% | -27.2% | +4.5% |
| YTD | +5.3% | +15.8% | -10.6% | +3.1% |
| 1Y | +5.1% | +25.8% | -20.7% | +2.1% |
| 3Y | -12.8% | +156.2% | -169.0% | -23.1% |
| 5Y | -16.2% | -2.4% | -13.9% | -20.9% |
| 10Y | -52.3% | -7.1% | -45.1% | -62.7% |
| All | -52.3% | -5.1% | -47.1% | -62.7% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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