-54.3%
KHC vs MLM
+185.4%
-239.7%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.8% | -1.0% | -2.5% |
| 7D | +1.1% | -4.1% | +5.2% | +1.9% |
| 30D | +12.0% | +8.2% | +3.8% | +10.4% |
| 3M | +0.2% | -3.6% | +3.8% | +0.8% |
| 6M | +10.3% | -15.6% | +25.9% | +13.4% |
| YTD | +6.7% | -16.4% | +23.2% | +9.5% |
| 1Y | +10.9% | -14.3% | +25.2% | +13.2% |
| 3Y | -12.6% | +19.3% | -31.9% | -17.1% |
| 5Y | -16.3% | +29.6% | -45.9% | -23.1% |
| All | -54.3% | +185.4% | -239.7% | -63.9% |
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