-13.5%
KHC vs MAR
+155.0%
-168.5%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.3% | +2.5% | +0.4% |
| 7D | -2.2% | -1.7% | -0.5% | -2.1% |
| 30D | -0.1% | -6.9% | +6.8% | +0.4% |
| 3M | +8.3% | -15.8% | +24.2% | +9.7% |
| 6M | +5.0% | +1.9% | +3.0% | +4.7% |
| YTD | +8.0% | +6.6% | +1.4% | +7.2% |
| 1Y | -1.1% | +23.7% | -24.8% | -3.1% |
| 3Y | -10.7% | +64.6% | -75.3% | -14.6% |
| 5Y | -13.5% | +156.4% | -169.9% | -20.1% |
| All | -13.5% | +155.0% | -168.5% | -20.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling