-43.1%
KHC vs MET
+188.0%
-231.1%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.6% | +0.9% | -0.2% |
| 7D | -1.8% | +1.2% | -2.9% | -2.1% |
| 30D | -1.9% | +1.4% | -3.3% | -2.4% |
| 3M | +14.4% | +17.7% | -3.3% | +8.9% |
| 6M | +8.7% | +35.0% | -26.3% | -0.8% |
| YTD | +7.8% | +26.3% | -18.5% | +0.1% |
| 1Y | -1.5% | +22.8% | -24.3% | -8.0% |
| 3Y | -9.9% | +65.9% | -75.8% | -24.6% |
| 5Y | -10.7% | +85.4% | -96.1% | -29.4% |
| 10Y | -55.7% | +253.7% | -309.4% | -74.1% |
| All | -43.1% | +188.0% | -231.1% | -64.5% |
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