-16.2%
KHC vs MTB
+65.0%
-81.2%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.3% | +0.2% |
| 7D | -4.6% | -2.0% | -2.6% | -4.3% |
| 30D | +8.1% | +0.1% | +8.0% | +8.1% |
| 3M | 0.0% | -12.1% | +12.1% | +1.8% |
| 6M | +7.9% | +7.3% | +0.6% | +6.9% |
| YTD | +5.3% | +11.5% | -6.3% | +3.5% |
| 1Y | +5.1% | +21.3% | -16.2% | +2.1% |
| 3Y | -12.8% | +104.1% | -116.9% | -21.5% |
| 5Y | -16.2% | +61.8% | -78.0% | -24.4% |
| All | -16.2% | +65.0% | -81.2% | -24.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling