-43.1%
KHC vs MAR
+406.3%
-449.5%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.8% | -0.7% |
| 7D | -1.8% | -4.2% | +2.4% | -1.1% |
| 30D | -1.9% | -6.7% | +4.8% | -0.7% |
| 3M | +14.4% | -12.5% | +26.9% | +16.9% |
| 6M | +8.7% | +0.6% | +8.1% | +8.2% |
| YTD | +7.8% | +9.1% | -1.3% | +5.5% |
| 1Y | -1.5% | +26.2% | -27.7% | -6.3% |
| 3Y | -9.9% | +68.2% | -78.0% | -19.5% |
| 5Y | -10.7% | +163.9% | -174.6% | -29.0% |
| 10Y | -55.7% | +420.6% | -476.3% | -73.4% |
| All | -43.1% | +406.3% | -449.5% | -66.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling