-22.0%
KHC vs MSTZ
-99.3%
+77.3%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.2% | +2.3% | +0.1% |
| 7D | -4.6% | +31.0% | -35.6% | -4.6% |
| 30D | +8.1% | +34.0% | -25.8% | +8.1% |
| 3M | 0.0% | -67.7% | +67.7% | -0.4% |
| 6M | +7.9% | -14.9% | +22.9% | +7.6% |
| YTD | +5.3% | -79.1% | +84.3% | +4.7% |
| 1Y | +5.1% | -58.9% | +64.1% | +4.6% |
| All | -22.0% | -99.3% | +77.3% | -25.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling