-43.1%
KHC vs MUB
+26.6%
-69.7%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | -1.8% | -0.9% | -0.9% | -0.9% |
| 30D | -1.9% | -1.4% | -0.5% | -0.4% |
| 3M | +14.4% | -2.2% | +16.5% | +17.0% |
| 6M | +8.7% | -1.9% | +10.6% | +10.9% |
| YTD | +7.8% | -0.8% | +8.6% | +8.7% |
| 1Y | -1.5% | +2.7% | -4.3% | -4.2% |
| 3Y | -9.9% | +8.6% | -18.4% | -17.0% |
| 5Y | -10.7% | +2.0% | -12.8% | -11.9% |
| 10Y | -55.7% | +17.9% | -73.6% | -60.4% |
| All | -43.1% | +26.6% | -69.7% | -41.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling