-43.0%
KHC vs MCO
+399.1%
-442.1%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.5% | +2.7% | +1.0% |
| 7D | -2.2% | -2.7% | +0.5% | -1.4% |
| 30D | -0.1% | +0.9% | -1.0% | -0.5% |
| 3M | +8.3% | +8.7% | -0.3% | +5.4% |
| 6M | +5.0% | +2.4% | +2.5% | +3.8% |
| YTD | +8.0% | -5.2% | +13.2% | +8.7% |
| 1Y | -1.1% | -4.4% | +3.3% | -1.0% |
| 3Y | -10.7% | +45.1% | -55.8% | -24.0% |
| 5Y | -13.5% | +31.5% | -45.0% | -25.5% |
| 10Y | -55.4% | +380.7% | -436.1% | -78.8% |
| All | -43.0% | +399.1% | -442.1% | -73.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MCO.
Daily Out/Under-Performance
Portfolio return minus MCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCO 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 MCO 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