-10.3%
KHC vs M
+27.3%
-37.6%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.6% | -3.3% | -0.8% |
| 7D | -1.8% | +4.7% | -6.5% | -2.0% |
| 30D | -1.9% | -9.6% | +7.8% | -1.4% |
| 3M | +14.4% | +0.9% | +13.5% | +14.3% |
| 6M | +8.7% | +22.3% | -13.6% | +7.7% |
| YTD | +7.8% | +6.5% | +1.3% | +7.3% |
| 1Y | -1.5% | +38.8% | -40.3% | -3.2% |
| 3Y | -9.9% | +115.9% | -125.8% | -13.6% |
| All | -10.3% | +27.3% | -37.6% | -13.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling