-43.7%
KHC vs MKSI
+689.8%
-733.5%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.0% | -2.1% | -1.3% |
| 7D | -4.8% | +6.6% | -11.4% | -5.3% |
| 30D | +0.3% | -8.2% | +8.5% | +0.9% |
| 3M | +6.7% | -16.4% | +23.1% | +7.1% |
| 6M | +4.2% | +23.0% | -18.8% | -0.2% |
| YTD | +6.7% | +68.2% | -61.4% | -1.9% |
| 1Y | -1.4% | +148.6% | -150.0% | -14.3% |
| 3Y | -11.8% | +196.0% | -207.7% | -28.7% |
| 5Y | -13.4% | +87.4% | -100.7% | -26.7% |
| 10Y | -54.3% | +523.8% | -578.1% | -75.6% |
| All | -43.7% | +689.8% | -733.5% | -74.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MKSI.
Daily Out/Under-Performance
Portfolio return minus MKSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKSI 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 MKSI 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