-44.5%
KHC vs MET
+205.5%
-249.9%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.5% | -0.4% | 0.0% |
| 7D | -4.6% | 0.0% | -4.6% | -4.6% |
| 30D | +8.1% | +3.4% | +4.7% | +7.0% |
| 3M | 0.0% | +7.0% | -6.9% | -2.0% |
| 6M | +7.9% | +34.6% | -26.7% | -1.3% |
| YTD | +5.3% | +34.0% | -28.7% | -4.0% |
| 1Y | +5.1% | +35.9% | -30.8% | -4.6% |
| 3Y | -12.8% | +85.5% | -98.3% | -29.4% |
| 5Y | -16.2% | +87.8% | -104.0% | -33.8% |
| 10Y | -52.3% | +199.7% | -252.0% | -70.9% |
| All | -44.5% | +205.5% | -249.9% | -66.0% |
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