-44.5%
KHC vs MTB
+142.8%
-187.2%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.3% | +0.2% |
| 7D | -4.6% | -2.0% | -2.6% | -4.2% |
| 30D | +8.1% | +0.1% | +8.0% | +8.1% |
| 3M | 0.0% | -12.1% | +12.1% | +3.0% |
| 6M | +7.9% | +7.3% | +0.6% | +6.1% |
| YTD | +5.3% | +11.5% | -6.3% | +2.2% |
| 1Y | +5.1% | +21.3% | -16.2% | 0.0% |
| 3Y | -12.8% | +104.1% | -116.9% | -28.2% |
| 5Y | -16.2% | +61.8% | -78.0% | -29.2% |
| 10Y | -52.3% | +115.4% | -167.7% | -66.0% |
| All | -44.5% | +142.8% | -187.2% | -62.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling