-55.8%
KHC vs MTSI
+514.0%
-569.8%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.5% | -4.1% | -0.8% |
| 7D | -1.8% | +1.4% | -3.1% | -1.8% |
| 30D | -1.9% | +2.1% | -4.0% | -2.1% |
| 3M | +14.4% | -29.7% | +44.1% | +15.8% |
| 6M | +8.7% | +12.5% | -3.8% | +7.0% |
| YTD | +7.8% | +57.0% | -49.2% | +3.9% |
| 1Y | -1.5% | +103.9% | -105.4% | -6.8% |
| 3Y | -9.9% | +223.6% | -233.4% | -18.9% |
| 5Y | -10.7% | +321.6% | -332.3% | -22.6% |
| All | -55.8% | +514.0% | -569.8% | -66.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling