-55.8%
KHC vs MAS
+137.9%
-193.7%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.8% | -2.5% | -1.2% |
| 7D | -1.8% | -0.8% | -1.0% | -1.6% |
| 30D | -1.9% | -5.6% | +3.7% | -0.4% |
| 3M | +14.4% | +4.4% | +9.9% | +12.5% |
| 6M | +8.7% | +7.2% | +1.5% | +5.6% |
| YTD | +7.8% | +16.1% | -8.3% | +1.9% |
| 1Y | -1.5% | +0.1% | -1.6% | -3.0% |
| 3Y | -9.9% | +28.3% | -38.2% | -19.1% |
| 5Y | -10.7% | +30.5% | -41.2% | -22.3% |
| All | -55.8% | +137.9% | -193.7% | -68.9% |
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