-19.3%
KHC vs MSTZ
-99.2%
+79.8%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +4.9% | -2.4% | +2.6% |
| 7D | +2.0% | +30.8% | -28.7% | +2.0% |
| 30D | +10.6% | +41.2% | -30.6% | +10.6% |
| 3M | +0.5% | -60.9% | +61.4% | +0.1% |
| 6M | +12.1% | -15.7% | +27.7% | +11.7% |
| YTD | +8.9% | -75.2% | +84.1% | +8.3% |
| 1Y | +7.5% | -59.8% | +67.3% | +7.0% |
| All | -19.3% | -99.2% | +79.8% | -22.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling