-43.0%
KHC vs MKTX
+93.3%
-136.3%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | -2.2% | +0.4% | -2.6% | -2.3% |
| 30D | -0.1% | +1.0% | -1.1% | -0.2% |
| 3M | +8.3% | +41.3% | -32.9% | +2.3% |
| 6M | +5.0% | -11.3% | +16.3% | +6.5% |
| YTD | +8.0% | -8.6% | +16.6% | +9.0% |
| 1Y | -1.1% | -11.1% | +10.0% | +0.1% |
| 3Y | -10.7% | -24.5% | +13.8% | -9.0% |
| 5Y | -13.5% | -61.4% | +47.9% | -1.9% |
| 10Y | -55.4% | +6.8% | -62.2% | -61.1% |
| All | -43.0% | +93.3% | -136.3% | -58.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling