-55.1%
KHC vs MGY
+210.8%
-265.9%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.3% | -2.5% | -1.3% |
| 7D | -4.8% | +1.5% | -6.3% | -4.9% |
| 30D | +0.3% | +6.8% | -6.5% | -0.4% |
| 3M | +6.7% | +2.6% | +4.1% | +6.2% |
| 6M | +4.2% | -3.1% | +7.3% | +4.1% |
| YTD | +6.7% | +29.4% | -22.7% | +3.3% |
| 1Y | -1.4% | +22.3% | -23.7% | -4.1% |
| 3Y | -11.8% | +26.6% | -38.3% | -15.6% |
| 5Y | -13.4% | +92.1% | -105.5% | -23.4% |
| All | -55.1% | +210.8% | -265.9% | -65.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling