-43.7%
KHC vs MRSH
+279.9%
-323.6%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.0% | +0.9% | -0.3% |
| 7D | -4.8% | -5.9% | +1.1% | -2.2% |
| 30D | +0.3% | -7.3% | +7.6% | +3.7% |
| 3M | +6.7% | +7.4% | -0.7% | +3.3% |
| 6M | +4.2% | -0.7% | +4.8% | +3.9% |
| YTD | +6.7% | -3.2% | +9.9% | +7.2% |
| 1Y | -1.4% | -10.6% | +9.2% | +2.5% |
| 3Y | -11.8% | -4.6% | -7.2% | -11.8% |
| 5Y | -13.4% | +19.3% | -32.6% | -23.9% |
| 10Y | -54.3% | +217.3% | -271.5% | -77.6% |
| All | -43.7% | +279.9% | -323.6% | -76.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling