-42.1%
KHC vs MAS
+325.1%
-367.1%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.4% | +3.0% | +0.5% |
| 7D | +5.9% | +4.6% | +1.4% | +4.6% |
| 30D | +14.9% | +19.9% | -4.9% | +9.3% |
| 3M | 0.0% | +8.9% | -8.9% | -2.5% |
| 6M | +16.2% | +20.2% | -4.0% | +9.6% |
| YTD | +9.8% | +33.9% | -24.1% | -0.5% |
| 1Y | +12.1% | +34.7% | -22.6% | +1.3% |
| 3Y | -10.1% | +60.4% | -70.4% | -24.5% |
| 5Y | -13.9% | +43.5% | -57.3% | -26.9% |
| 10Y | -51.9% | +226.7% | -278.6% | -70.8% |
| All | -42.1% | +325.1% | -367.1% | -66.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling