-14.8%
KHC vs MAS
+39.2%
-54.0%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.9% | -0.9% | -2.5% |
| 7D | +1.1% | +2.0% | -0.9% | +0.8% |
| 30D | +12.0% | +19.4% | -7.4% | +8.6% |
| 3M | +0.2% | +9.4% | -9.2% | -1.5% |
| 6M | +10.3% | +15.3% | -5.0% | +7.3% |
| YTD | +6.7% | +31.3% | -24.6% | +1.0% |
| 1Y | +10.9% | +34.9% | -24.0% | +4.3% |
| 3Y | -12.6% | +58.6% | -71.2% | -20.0% |
| All | -14.8% | +39.2% | -54.0% | -22.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling