-13.9%
KHC vs MTSI
+153.3%
-167.2%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -18.4% | +17.9% | -1.8% |
| 7D | +5.9% | -24.6% | +30.5% | +4.1% |
| 30D | +14.9% | -45.7% | +60.7% | +11.0% |
| 3M | 0.0% | -27.7% | +27.7% | -1.6% |
| 6M | +16.2% | -37.3% | +53.5% | +13.9% |
| YTD | +9.8% | +11.1% | -1.3% | +10.0% |
| 1Y | +12.1% | +27.2% | -15.1% | +12.8% |
| 3Y | -10.1% | +153.7% | -163.7% | -8.4% |
| 5Y | -13.9% | +159.0% | -172.9% | -14.0% |
| All | -13.9% | +153.3% | -167.2% | -14.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling