-44.5%
KHC vs MET
+204.0%
-248.5%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.8% | -1.5% | -1.0% |
| 7D | -1.1% | +1.8% | -2.9% | -1.7% |
| 30D | +8.8% | +4.8% | +4.1% | +7.3% |
| 3M | -1.2% | +6.2% | -7.4% | -3.1% |
| 6M | +4.6% | +33.8% | -29.2% | -4.1% |
| YTD | +5.1% | +33.3% | -28.2% | -4.0% |
| 1Y | +6.2% | +36.3% | -30.1% | -3.7% |
| 3Y | -12.9% | +84.6% | -97.5% | -29.3% |
| 5Y | -16.8% | +87.7% | -104.4% | -34.2% |
| 10Y | -52.4% | +198.0% | -250.4% | -71.0% |
| All | -44.5% | +204.0% | -248.5% | -65.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling