+12.5%
KHC vs MAR
+62.0%
-49.6%
-19.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +2.0% | +1.7% | +3.6% |
| 7D | +6.6% | +7.7% | -1.1% | +6.3% |
| 30D | +16.5% | +19.4% | -2.9% | +15.6% |
| 3M | -3.0% | +23.3% | -26.3% | -3.7% |
| 6M | +17.4% | +22.8% | -5.5% | +16.9% |
| YTD | +10.3% | +37.8% | -27.4% | +8.4% |
| 1Y | +12.5% | +57.4% | -44.9% | +6.9% |
| All | +12.5% | +62.0% | -49.6% | +6.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MAR.
Daily Out/Under-Performance
Portfolio return minus MAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAR 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 1y: compounded portfolio wealth divided by compounded MAR 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…
1y analysis · Full analysis span regression · 6 months rolling