-54.3%
KHC vs MAR
+419.7%
-474.0%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.8% | -2.0% | -1.3% |
| 7D | -4.8% | -0.5% | -4.3% | -4.7% |
| 30D | +0.3% | -4.7% | +5.0% | +1.0% |
| 3M | +6.7% | -15.6% | +22.3% | +9.4% |
| 6M | +4.2% | +1.2% | +2.9% | +3.6% |
| YTD | +6.7% | +7.5% | -0.8% | +5.0% |
| 1Y | -1.4% | +26.6% | -28.0% | -5.7% |
| 3Y | -11.8% | +66.0% | -77.7% | -20.0% |
| 5Y | -13.4% | +154.1% | -167.5% | -28.8% |
| 10Y | -54.3% | +441.9% | -496.1% | -69.8% |
| All | -54.3% | +419.7% | -474.0% | -69.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling