-43.0%
KHC vs MDY
+190.7%
-233.8%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +0.9% | +0.5% |
| 7D | -2.2% | +1.0% | -3.2% | -2.7% |
| 30D | -0.1% | -3.1% | +3.0% | +1.4% |
| 3M | +8.3% | +1.8% | +6.5% | +7.2% |
| 6M | +5.0% | +10.8% | -5.8% | -0.7% |
| YTD | +8.0% | +14.4% | -6.4% | +0.3% |
| 1Y | -1.1% | +15.2% | -16.3% | -8.6% |
| 3Y | -10.7% | +51.2% | -61.9% | -29.8% |
| 5Y | -13.5% | +47.2% | -60.8% | -32.8% |
| 10Y | -55.4% | +171.1% | -226.5% | -78.5% |
| All | -43.0% | +190.7% | -233.8% | -74.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling