-44.0%
KHC vs MAS
+268.6%
-312.7%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.8% | -4.0% | -2.7% |
| 7D | -3.3% | -0.8% | -2.6% | -3.1% |
| 30D | -3.4% | -5.6% | +2.1% | -1.9% |
| 3M | +12.6% | +4.4% | +8.1% | +10.6% |
| 6M | +7.0% | +7.2% | -0.2% | +3.8% |
| YTD | +6.1% | +16.1% | -10.0% | +0.1% |
| 1Y | -3.1% | +0.1% | -3.2% | -4.6% |
| 3Y | -11.3% | +28.3% | -39.6% | -20.7% |
| 5Y | -12.1% | +30.5% | -42.6% | -24.0% |
| 10Y | -56.4% | +139.1% | -195.5% | -70.9% |
| All | -44.0% | +268.6% | -312.7% | -66.7% |
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