-20.0%
KHC vs MSTZ
-99.2%
+79.2%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +8.2% | -8.0% | +0.2% |
| 7D | -2.2% | -25.4% | +23.2% | -2.3% |
| 30D | -0.1% | -60.9% | +60.8% | -0.5% |
| 3M | +8.3% | -54.2% | +62.5% | +8.0% |
| 6M | +5.0% | -65.0% | +69.9% | +4.5% |
| YTD | +8.0% | -76.5% | +84.5% | +7.5% |
| 1Y | -1.1% | -23.4% | +22.3% | -1.5% |
| All | -20.0% | -99.2% | +79.2% | -23.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling