-54.3%
KHC vs MUB
+17.4%
-71.7%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.6% | -0.6% |
| 7D | -4.8% | -0.7% | -4.1% | -4.0% |
| 30D | +0.3% | -2.0% | +2.3% | +2.5% |
| 3M | +6.7% | -2.5% | +9.2% | +9.8% |
| 6M | +4.2% | -2.3% | +6.5% | +7.0% |
| YTD | +6.7% | -1.3% | +8.0% | +8.3% |
| 1Y | -1.4% | +1.1% | -2.5% | -2.6% |
| 3Y | -11.8% | +8.2% | -20.0% | -19.1% |
| 5Y | -13.4% | +1.5% | -14.8% | -14.0% |
| 10Y | -54.3% | +17.6% | -71.8% | -57.5% |
| All | -54.3% | +17.4% | -71.7% | -57.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MUB.
Daily Out/Under-Performance
Portfolio return minus MUB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MUB 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 MUB 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