-55.6%
KHC vs MRSH
+218.8%
-274.5%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.2% | +1.1% | +1.0% |
| 7D | -1.0% | -4.8% | +3.7% | +1.0% |
| 30D | +1.9% | -6.3% | +8.2% | +4.7% |
| 3M | +3.2% | +5.8% | -2.6% | +0.7% |
| 6M | +10.0% | +2.8% | +7.2% | +8.2% |
| YTD | +6.7% | -3.1% | +9.8% | +7.2% |
| 1Y | -0.9% | -11.3% | +10.4% | +3.2% |
| 3Y | -13.6% | -5.0% | -8.6% | -13.3% |
| 5Y | -12.8% | +19.2% | -32.0% | -22.7% |
| All | -55.6% | +218.8% | -274.5% | -73.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MRSH.
Daily Out/Under-Performance
Portfolio return minus MRSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MRSH 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 10y: compounded portfolio wealth divided by compounded MRSH 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…
10y analysis · Full analysis span regression · 6 months rolling