-43.1%
KHC vs MTB
+164.4%
-207.6%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.6% | -0.7% |
| 7D | -1.8% | +1.7% | -3.5% | -2.2% |
| 30D | -1.9% | -4.2% | +2.3% | -1.0% |
| 3M | +14.4% | +8.9% | +5.5% | +12.1% |
| 6M | +8.7% | +10.9% | -2.2% | +6.0% |
| YTD | +7.8% | +21.5% | -13.7% | +2.6% |
| 1Y | -1.5% | +21.9% | -23.4% | -6.4% |
| 3Y | -9.9% | +109.2% | -119.1% | -26.3% |
| 5Y | -10.7% | +102.0% | -112.7% | -29.1% |
| 10Y | -55.7% | +171.9% | -227.6% | -70.7% |
| All | -43.1% | +164.4% | -207.6% | -61.8% |
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