-13.6%
KHC vs MKC
-33.9%
+20.3%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.2% | -0.5% |
| 7D | -2.5% | -2.8% | +0.3% | -1.2% |
| 30D | +0.5% | -3.4% | +3.9% | +2.1% |
| 3M | +3.0% | +3.8% | -0.7% | +1.3% |
| 6M | +6.6% | -17.9% | +24.6% | +16.2% |
| YTD | +5.8% | -23.6% | +29.4% | +18.7% |
| 1Y | -2.2% | -23.1% | +20.9% | +9.1% |
| 3Y | -12.5% | -31.5% | +19.0% | +2.2% |
| 5Y | -13.6% | -33.1% | +19.5% | +3.8% |
| All | -13.6% | -33.9% | +20.3% | +3.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling