-2.2%
KHC vs MSTZ
-12.4%
+10.2%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +6.6% | -7.5% | -0.8% |
| 7D | -2.5% | +24.8% | -27.3% | -2.3% |
| 30D | +0.5% | -59.2% | +59.8% | -0.6% |
| 3M | +3.0% | -56.9% | +59.9% | +2.0% |
| 6M | +6.6% | -57.6% | +64.2% | +5.5% |
| YTD | +5.8% | -73.6% | +79.4% | +4.6% |
| 1Y | -2.2% | -15.6% | +13.3% | -0.3% |
| All | -2.2% | -12.4% | +10.2% | -0.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MSTZ.
Daily Out/Under-Performance
Portfolio return minus MSTZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSTZ 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 1y: compounded portfolio wealth divided by compounded MSTZ 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…
1y analysis · Full analysis span regression · 6 months rolling