+3.7%
KHC vs MP
+240.8%
-237.1%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -6.0% | +5.6% | -0.4% |
| 7D | +5.9% | -19.0% | +24.9% | +6.1% |
| 30D | +14.9% | -30.5% | +45.4% | +15.3% |
| 3M | 0.0% | -29.6% | +29.6% | +0.3% |
| 6M | +16.2% | -50.4% | +66.6% | +17.1% |
| YTD | +9.8% | -33.2% | +43.0% | +9.9% |
| 1Y | +12.1% | -38.6% | +50.6% | +12.2% |
| 3Y | -10.1% | +105.5% | -115.5% | -13.5% |
| 5Y | -13.9% | -7.8% | -6.0% | -16.4% |
| All | +3.7% | +240.8% | -237.1% | -5.4% |
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 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