-10.3%
KHC vs MAS
+32.0%
-42.3%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.8% | -2.5% | -1.0% |
| 7D | -1.8% | -0.8% | -1.0% | -1.7% |
| 30D | -1.9% | -5.6% | +3.7% | -1.0% |
| 3M | +14.4% | +4.4% | +9.9% | +13.3% |
| 6M | +8.7% | +7.2% | +1.5% | +6.9% |
| YTD | +7.8% | +16.1% | -8.3% | +4.3% |
| 1Y | -1.5% | +0.1% | -1.6% | -2.4% |
| 3Y | -9.9% | +28.3% | -38.2% | -14.4% |
| All | -10.3% | +32.0% | -42.3% | -15.5% |
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