+5.1%
KHC vs MP
-42.0%
+47.1%
-19.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.7% | -0.6% | +0.2% |
| 7D | -4.6% | +2.3% | -6.9% | -4.4% |
| 30D | +8.1% | -15.3% | +23.4% | +7.4% |
| 3M | 0.0% | -33.5% | +33.5% | -1.6% |
| 6M | +7.9% | -45.5% | +53.4% | +6.7% |
| YTD | +5.3% | -27.3% | +32.6% | +5.3% |
| 1Y | +5.1% | -40.7% | +45.8% | +4.4% |
| All | +5.1% | -42.0% | +47.1% | +4.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MP.
Daily Out/Under-Performance
Portfolio return minus MP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MP 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 1y: compounded portfolio wealth divided by compounded MP 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…
1y analysis · Full analysis span regression · 6 months rolling