-55.6%
KHC vs MKC
+29.9%
-85.5%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.4% | +0.4% | +0.6% |
| 7D | -1.0% | -1.5% | +0.5% | -0.3% |
| 30D | +1.9% | -3.1% | +5.0% | +3.5% |
| 3M | +3.2% | +5.2% | -2.0% | +0.5% |
| 6M | +10.0% | -12.8% | +22.8% | +17.2% |
| YTD | +6.7% | -23.3% | +30.0% | +20.8% |
| 1Y | -0.9% | -24.1% | +23.2% | +12.6% |
| 3Y | -13.6% | -32.1% | +18.6% | +2.8% |
| 5Y | -12.8% | -32.8% | +20.0% | +2.4% |
| All | -55.6% | +29.9% | -85.5% | -65.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MKC.
Daily Out/Under-Performance
Portfolio return minus MKC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKC 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 MKC 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