-51.2%
KHC vs MET
+195.0%
-246.2%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.0% | +1.9% | +1.2% |
| 7D | -3.3% | +2.1% | -5.4% | -4.0% |
| 30D | +9.1% | +1.8% | +7.3% | +8.5% |
| 3M | +1.4% | +6.0% | -4.6% | -0.5% |
| 6M | +8.4% | +31.1% | -22.8% | -0.5% |
| YTD | +6.2% | +32.6% | -26.4% | -3.2% |
| 1Y | +5.7% | +30.5% | -24.8% | -3.3% |
| 3Y | -12.0% | +83.6% | -95.6% | -29.3% |
| 5Y | -15.3% | +84.2% | -99.5% | -33.5% |
| All | -51.2% | +195.0% | -246.2% | -71.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MET.
Daily Out/Under-Performance
Portfolio return minus MET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MET 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 10y: compounded portfolio wealth divided by compounded MET 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…
10y analysis · Full analysis span regression · 6 months rolling