-52.3%
KHC vs MTSI
+539.0%
-591.3%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +10.3% | -10.2% | -0.2% |
| 7D | -4.6% | +7.2% | -11.8% | -4.9% |
| 30D | +8.1% | -18.4% | +26.5% | +8.6% |
| 3M | 0.0% | -16.7% | +16.7% | +0.2% |
| 6M | +7.9% | -31.7% | +39.6% | +8.8% |
| YTD | +5.3% | +45.9% | -40.6% | +1.3% |
| 1Y | +5.1% | +47.0% | -41.9% | +1.0% |
| 3Y | -12.8% | +224.1% | -236.9% | -22.1% |
| 5Y | -16.2% | +238.5% | -254.7% | -26.4% |
| 10Y | -52.3% | +512.7% | -565.0% | -64.6% |
| All | -52.3% | +539.0% | -591.3% | -64.6% |
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