-14.8%
KHC vs MTSI
+183.3%
-198.2%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +10.8% | -13.6% | -2.0% |
| 7D | +1.1% | -10.0% | +11.1% | +0.6% |
| 30D | +12.0% | -37.2% | +49.2% | +9.3% |
| 3M | +0.2% | -30.1% | +30.2% | -1.4% |
| 6M | +10.3% | -31.9% | +42.2% | +8.9% |
| YTD | +6.7% | +23.2% | -16.4% | +7.7% |
| 1Y | +10.9% | +26.4% | -15.5% | +12.0% |
| 3Y | -12.6% | +186.2% | -198.8% | -10.3% |
| All | -14.8% | +183.3% | -198.2% | -14.1% |
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