-49.5%
KHC vs MDB
+1,017.4%
-1,066.9%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.1% | +3.4% | -0.6% |
| 7D | -1.8% | -17.4% | +15.7% | -1.6% |
| 30D | -1.9% | -2.0% | +0.1% | -1.9% |
| 3M | +14.4% | -3.0% | +17.4% | +14.4% |
| 6M | +8.7% | +48.7% | -40.0% | +8.4% |
| YTD | +7.8% | -12.1% | +19.9% | +7.7% |
| 1Y | -1.5% | +14.5% | -16.0% | -1.8% |
| 3Y | -9.9% | -6.1% | -3.7% | -10.4% |
| 5Y | -10.7% | -27.3% | +16.6% | -11.6% |
| All | -49.5% | +1,017.4% | -1,066.9% | -57.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MDB.
Daily Out/Under-Performance
Portfolio return minus MDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDB 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 MDB 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