-44.1%
KHC vs MAR
+527.7%
-571.8%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.2% | -0.9% | -0.8% |
| 7D | -2.0% | +0.2% | -2.3% | -2.1% |
| 30D | +9.7% | +14.0% | -4.4% | +7.2% |
| 3M | -2.0% | +18.1% | -20.1% | -4.9% |
| 6M | +5.4% | +18.6% | -13.2% | +2.1% |
| YTD | +5.9% | +35.3% | -29.3% | -0.1% |
| 1Y | +7.5% | +44.5% | -37.0% | +0.1% |
| 3Y | -12.4% | +120.7% | -133.1% | -25.4% |
| 5Y | -15.8% | +164.1% | -179.9% | -32.3% |
| 10Y | -54.1% | +515.5% | -569.6% | -72.9% |
| All | -44.1% | +527.7% | -571.8% | -68.5% |
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