-43.1%
KHC vs MLM
+294.1%
-337.2%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.1% | -1.8% | -0.9% |
| 7D | -1.8% | -2.9% | +1.1% | -1.2% |
| 30D | -1.9% | -6.8% | +4.9% | -0.5% |
| 3M | +14.4% | -11.2% | +25.6% | +16.8% |
| 6M | +8.7% | -21.8% | +30.6% | +13.6% |
| YTD | +7.8% | -17.0% | +24.8% | +11.0% |
| 1Y | -1.5% | -16.4% | +14.9% | +1.2% |
| 3Y | -9.9% | +14.5% | -24.3% | -14.3% |
| 5Y | -10.7% | +41.7% | -52.5% | -20.4% |
| 10Y | -55.7% | +200.0% | -255.7% | -69.1% |
| All | -43.1% | +294.1% | -337.2% | -63.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling