-43.0%
KHC vs MELI
+1,312.9%
-1,355.9%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MELI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.6% | +2.8% | +0.4% |
| 7D | -2.2% | -1.9% | -0.3% | -2.1% |
| 30D | -0.1% | +5.8% | -5.9% | -0.5% |
| 3M | +8.3% | +19.5% | -11.2% | +7.0% |
| 6M | +5.0% | +7.7% | -2.8% | +4.2% |
| YTD | +8.0% | -4.4% | +12.4% | +7.9% |
| 1Y | -1.1% | -17.9% | +16.8% | -0.4% |
| 3Y | -10.7% | +34.9% | -45.6% | -13.8% |
| 5Y | -13.5% | +1.1% | -14.6% | -15.6% |
| 10Y | -55.4% | +955.8% | -1,011.2% | -70.8% |
| All | -43.0% | +1,312.9% | -1,355.9% | -66.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MELI.
Daily Out/Under-Performance
Portfolio return minus MELI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MELI 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 MELI 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