-15.8%
KHC vs MTSI
+208.2%
-224.0%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +9.0% | -9.8% | -0.1% |
| 7D | -2.0% | +3.5% | -5.6% | -1.5% |
| 30D | +9.7% | -30.3% | +40.0% | +7.8% |
| 3M | -2.0% | -26.0% | +24.0% | -3.1% |
| 6M | +5.4% | -36.1% | +41.5% | +4.2% |
| YTD | +5.9% | +34.3% | -28.4% | +7.6% |
| 1Y | +7.5% | +35.3% | -27.8% | +9.2% |
| 3Y | -12.4% | +217.6% | -230.0% | -9.5% |
| 5Y | -15.8% | +210.1% | -225.9% | -14.5% |
| All | -15.8% | +208.2% | -224.0% | -14.5% |
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