-55.6%
KHC vs MTB
+173.8%
-229.5%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.3% | +0.5% | +0.8% |
| 7D | -1.0% | 0.0% | -1.0% | -1.0% |
| 30D | +1.9% | -4.8% | +6.7% | +3.0% |
| 3M | +3.2% | +6.0% | -2.8% | +1.9% |
| 6M | +10.0% | +19.6% | -9.6% | +5.6% |
| YTD | +6.7% | +21.5% | -14.8% | +1.8% |
| 1Y | -0.9% | +24.7% | -25.6% | -6.1% |
| 3Y | -13.6% | +108.6% | -122.1% | -28.6% |
| 5Y | -12.8% | +106.7% | -119.6% | -30.5% |
| All | -55.6% | +173.8% | -229.5% | -64.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 10y: compounded portfolio wealth divided by compounded MTB 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…
10y analysis · Full analysis span regression · 6 months rolling