-52.4%
KHC vs MLM
+149.0%
-201.4%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.6% |
| 7D | -1.1% | -2.9% | +1.7% | -0.6% |
| 30D | +8.8% | +10.4% | -1.6% | +6.8% |
| 3M | -1.2% | -3.7% | +2.5% | -0.6% |
| 6M | +4.6% | -10.3% | +14.9% | +6.5% |
| YTD | +5.1% | -14.8% | +19.9% | +7.6% |
| 1Y | +6.2% | -13.9% | +20.1% | +8.4% |
| 3Y | -12.9% | +18.4% | -31.3% | -17.5% |
| 5Y | -16.8% | +31.8% | -48.6% | -24.1% |
| 10Y | -52.4% | +143.4% | -195.9% | -64.8% |
| All | -52.4% | +149.0% | -201.4% | -64.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MLM.
Daily Out/Under-Performance
Portfolio return minus MLM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MLM 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 MLM 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