-49.9%
KHC vs MDY
+165.3%
-215.2%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.1% | +2.7% | +2.6% |
| 7D | +2.0% | +2.3% | -0.2% | +0.9% |
| 30D | +10.6% | +2.0% | +8.6% | +9.5% |
| 3M | +0.5% | -5.6% | +6.2% | +3.0% |
| 6M | +12.1% | +1.3% | +10.8% | +10.9% |
| YTD | +8.9% | +12.3% | -3.4% | +2.2% |
| 1Y | +7.5% | +15.8% | -8.3% | -0.7% |
| 3Y | -10.7% | +56.5% | -67.2% | -30.5% |
| 5Y | -13.2% | +35.1% | -48.3% | -28.1% |
| All | -49.9% | +165.3% | -215.2% | -72.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 10y: compounded portfolio wealth divided by compounded MDY 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…
10y analysis · Full analysis span regression · 6 months rolling