+12.5%
KHC vs MULL
+444.9%
-432.4%
-19.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -13.8% | +17.5% | +3.1% |
| 7D | +6.6% | -35.9% | +42.5% | +4.6% |
| 30D | +16.5% | -47.3% | +63.8% | +13.7% |
| 3M | -3.0% | -30.6% | +27.6% | -3.9% |
| 6M | +17.4% | +13.7% | +3.7% | +20.1% |
| YTD | +10.3% | +272.1% | -261.8% | +18.3% |
| 1Y | +12.5% | +475.1% | -462.6% | +21.8% |
| All | +12.5% | +444.9% | -432.4% | +21.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MULL.
Daily Out/Under-Performance
Portfolio return minus MULL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MULL 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 1y: compounded portfolio wealth divided by compounded MULL 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…
1y analysis · Full analysis span regression · 6 months rolling