-43.1%
KHC vs MTCH
+97.9%
-141.0%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.3% | +0.7% | -0.6% |
| 7D | -1.8% | +0.7% | -2.4% | -1.8% |
| 30D | -1.9% | +9.7% | -11.6% | -2.6% |
| 3M | +14.4% | +21.1% | -6.7% | +12.6% |
| 6M | +8.7% | +37.5% | -28.8% | +5.9% |
| YTD | +7.8% | +31.9% | -24.1% | +5.2% |
| 1Y | -1.5% | +14.6% | -16.1% | -2.9% |
| 3Y | -9.9% | -6.2% | -3.7% | -10.7% |
| 5Y | -10.7% | -70.6% | +59.9% | -4.5% |
| 10Y | -55.7% | +185.6% | -241.3% | -64.3% |
| All | -43.1% | +97.9% | -141.0% | -49.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MTCH.
Daily Out/Under-Performance
Portfolio return minus MTCH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTCH 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 MTCH 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