-42.5%
KHC vs MDY
+185.4%
-227.9%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +9.4% |
| 3M | +0.5% | -5.6% | +6.2% | +3.1% |
| 6M | +12.1% | +1.3% | +10.8% | +10.8% |
| YTD | +8.9% | +12.3% | -3.4% | +1.9% |
| 1Y | +7.5% | +15.8% | -8.3% | -1.1% |
| 3Y | -10.7% | +56.5% | -67.2% | -31.3% |
| 5Y | -13.2% | +35.1% | -48.3% | -28.9% |
| 10Y | -50.6% | +167.4% | -218.0% | -76.1% |
| All | -42.5% | +185.4% | -227.9% | -74.0% |
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