-16.2%
KHC vs MKC
-35.7%
+19.5%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.5% | -0.3% | -0.1% |
| 7D | -4.6% | -7.0% | +2.4% | -1.2% |
| 30D | +8.1% | +4.1% | +4.0% | +6.2% |
| 3M | 0.0% | -10.3% | +10.3% | +5.1% |
| 6M | +7.9% | +1.7% | +6.2% | +7.0% |
| YTD | +5.3% | -29.1% | +34.4% | +22.1% |
| 1Y | +5.1% | -26.0% | +31.1% | +19.4% |
| 3Y | -12.8% | -21.5% | +8.7% | -3.1% |
| 5Y | -16.2% | -35.0% | +18.8% | +0.5% |
| All | -16.2% | -35.7% | +19.5% | +0.5% |
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