+5.1%
KHC vs MULL
+338.1%
-333.0%
-19.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +24.0% | -23.9% | +1.3% |
| 7D | -4.6% | -2.5% | -2.1% | -4.2% |
| 30D | +8.1% | -40.1% | +48.2% | +6.6% |
| 3M | 0.0% | -28.2% | +28.2% | -0.2% |
| 6M | +7.9% | -39.6% | +47.5% | +8.5% |
| YTD | +5.3% | +262.6% | -257.4% | +13.2% |
| 1Y | +5.1% | +366.2% | -361.1% | +13.6% |
| All | +5.1% | +338.1% | -333.0% | +13.6% |
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