-54.3%
KHC vs MET
+245.0%
-299.3%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.2% | -1.4% | -1.2% |
| 7D | -4.8% | -0.8% | -4.0% | -4.6% |
| 30D | +0.3% | -1.4% | +1.7% | +0.6% |
| 3M | +6.7% | +12.5% | -5.8% | +2.9% |
| 6M | +4.2% | +37.1% | -32.9% | -5.5% |
| YTD | +6.7% | +23.8% | -17.0% | -0.4% |
| 1Y | -1.4% | +24.1% | -25.5% | -8.3% |
| 3Y | -11.8% | +65.2% | -77.0% | -26.3% |
| 5Y | -13.4% | +82.3% | -95.6% | -31.5% |
| 10Y | -54.3% | +241.6% | -295.9% | -71.8% |
| All | -54.3% | +245.0% | -299.3% | -71.8% |
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