+12.5%
KHC vs MTSI
+59.5%
-47.1%
-19.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -1.0% | +4.8% | +3.6% |
| 7D | +6.6% | -10.7% | +17.3% | +5.1% |
| 30D | +16.5% | -29.0% | +45.5% | +12.4% |
| 3M | -3.0% | -14.7% | +11.7% | -3.8% |
| 6M | +17.4% | -20.1% | +37.5% | +16.0% |
| YTD | +10.3% | +36.1% | -25.8% | +13.7% |
| 1Y | +12.5% | +61.7% | -49.3% | +18.4% |
| All | +12.5% | +59.5% | -47.1% | +18.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MTSI.
Daily Out/Under-Performance
Portfolio return minus MTSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTSI 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 1y: compounded portfolio wealth divided by compounded MTSI 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…
1y analysis · Full analysis span regression · 6 months rolling