-55.1%
KHC vs MGY
+210.4%
-265.5%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.2% | +0.7% | +0.8% |
| 7D | -1.0% | +3.5% | -4.6% | -1.4% |
| 30D | +1.9% | +5.3% | -3.4% | +1.3% |
| 3M | +3.2% | +2.6% | +0.5% | +2.7% |
| 6M | +10.0% | -3.3% | +13.3% | +9.9% |
| YTD | +6.7% | +29.2% | -22.5% | +3.2% |
| 1Y | -0.9% | +18.0% | -18.9% | -3.3% |
| 3Y | -13.6% | +30.0% | -43.6% | -17.5% |
| 5Y | -12.8% | +92.7% | -105.5% | -23.0% |
| All | -55.1% | +210.4% | -265.5% | -66.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MGY.
Daily Out/Under-Performance
Portfolio return minus MGY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MGY 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 MGY 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