-12.6%
KHC vs MP
+114.3%
-127.0%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +4.9% | -7.8% | -2.8% |
| 7D | +1.1% | -10.5% | +11.6% | +1.1% |
| 30D | +12.0% | -23.5% | +35.5% | +11.9% |
| 3M | +0.2% | -25.4% | +25.6% | +0.1% |
| 6M | +10.3% | -51.3% | +61.6% | +10.6% |
| YTD | +6.7% | -29.9% | +36.6% | +6.5% |
| 1Y | +10.9% | -31.8% | +42.7% | +10.5% |
| 3Y | -12.6% | +127.0% | -139.6% | -15.6% |
| All | -12.6% | +114.3% | -127.0% | -15.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling