+0.2%
KHC vs MP
+450.8%
-450.6%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.4% | -3.6% | -2.3% |
| 7D | -3.3% | -2.9% | -0.5% | -3.3% |
| 30D | -3.4% | +13.8% | -17.2% | -3.6% |
| 3M | +12.6% | -16.7% | +29.3% | +12.9% |
| 6M | +7.0% | -11.5% | +18.5% | +7.0% |
| YTD | +6.1% | +7.9% | -1.9% | +5.6% |
| 1Y | -3.1% | -15.0% | +12.0% | -3.3% |
| 3Y | -11.3% | +153.5% | -164.8% | -14.6% |
| 5Y | -12.1% | +58.7% | -70.8% | -15.3% |
| All | +0.2% | +450.8% | -450.6% | -9.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling