-54.3%
KHC vs MAS
+213.7%
-268.0%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.9% | -0.9% | -2.3% |
| 7D | +1.1% | +2.0% | -0.9% | +0.6% |
| 30D | +12.0% | +19.4% | -7.4% | +6.8% |
| 3M | +0.2% | +9.4% | -9.2% | -2.4% |
| 6M | +10.3% | +15.3% | -5.0% | +5.5% |
| YTD | +6.7% | +31.3% | -24.6% | -2.5% |
| 1Y | +10.9% | +34.9% | -24.0% | +0.5% |
| 3Y | -12.6% | +58.6% | -71.2% | -26.1% |
| 5Y | -16.3% | +40.7% | -57.0% | -28.1% |
| All | -54.3% | +213.7% | -268.0% | -69.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MAS.
Daily Out/Under-Performance
Portfolio return minus MAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAS 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 MAS 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