-15.3%
KHC vs M
-4.1%
-11.3%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.1% | +3.0% | +1.0% |
| 7D | -3.3% | +0.6% | -3.9% | -3.4% |
| 30D | +9.1% | +7.0% | +2.1% | +8.8% |
| 3M | +1.4% | +3.1% | -1.8% | +1.2% |
| 6M | +8.4% | +33.5% | -25.2% | +6.9% |
| YTD | +6.2% | +13.4% | -7.2% | +5.4% |
| 1Y | +5.7% | +22.4% | -16.7% | +4.4% |
| 3Y | -12.0% | +150.9% | -162.9% | -16.0% |
| 5Y | -15.3% | -3.0% | -12.3% | -18.4% |
| All | -15.3% | -4.1% | -11.3% | -18.4% |
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