-44.0%
KHC vs MDY
+185.7%
-229.7%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.2% | +2.1% | +1.4% |
| 7D | -3.3% | +3.0% | -6.4% | -4.8% |
| 30D | +9.1% | +0.8% | +8.3% | +8.5% |
| 3M | +1.4% | -5.1% | +6.5% | +3.8% |
| 6M | +8.4% | +1.2% | +7.2% | +7.2% |
| YTD | +6.2% | +12.5% | -6.3% | -0.7% |
| 1Y | +5.7% | +13.8% | -8.1% | -1.9% |
| 3Y | -12.0% | +56.4% | -68.5% | -32.3% |
| 5Y | -15.3% | +35.3% | -50.7% | -30.8% |
| 10Y | -51.8% | +167.7% | -219.6% | -76.7% |
| All | -44.0% | +185.7% | -229.7% | -74.7% |
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 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