-13.5%
KHC vs MDY
+48.7%
-62.2%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.1% | -0.1% | -0.9% |
| 7D | -4.8% | -0.8% | -4.0% | -4.6% |
| 30D | +0.3% | -3.9% | +4.2% | +1.1% |
| 3M | +6.7% | 0.0% | +6.8% | +6.6% |
| 6M | +4.2% | +8.5% | -4.4% | +1.9% |
| YTD | +6.7% | +13.2% | -6.5% | +3.1% |
| 1Y | -1.4% | +15.0% | -16.4% | -5.3% |
| All | -13.5% | +48.7% | -62.2% | -24.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling