-55.6%
KHC vs MKTX
+5.0%
-60.7%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.1% | +0.9% | +0.9% |
| 7D | -1.0% | -0.2% | -0.8% | -1.0% |
| 30D | +1.9% | +0.7% | +1.2% | +1.8% |
| 3M | +3.2% | +40.8% | -37.6% | -2.0% |
| 6M | +10.0% | -8.0% | +18.0% | +11.0% |
| YTD | +6.7% | -8.7% | +15.4% | +7.7% |
| 1Y | -0.9% | -11.8% | +10.9% | +0.4% |
| 3Y | -13.6% | -24.0% | +10.5% | -12.0% |
| 5Y | -12.8% | -60.3% | +47.5% | -2.6% |
| All | -55.6% | +5.0% | -60.7% | -54.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 MKTX 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