+5.6%
KHC vs MDLN
+4.5%
+1.1%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | -1.8% | +3.7% | -5.5% | -2.4% |
| 30D | -1.9% | -0.2% | -1.7% | -1.9% |
| 3M | +14.4% | +6.2% | +8.2% | +15.2% |
| 6M | +8.7% | -14.7% | +23.4% | +9.1% |
| YTD | +7.8% | -12.9% | +20.7% | +8.8% |
| All | +5.6% | +4.5% | +1.1% | +6.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MDLN.
Daily Out/Under-Performance
Portfolio return minus MDLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDLN 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 MDLN 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