-14.4%
KHC vs MULL
+1,351.1%
-1,365.5%
-30.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +24.0% | -23.9% | +0.9% |
| 7D | -4.6% | -2.5% | -2.1% | -4.3% |
| 30D | +8.1% | -40.1% | +48.2% | +7.1% |
| 3M | 0.0% | -28.2% | +28.2% | -0.2% |
| 6M | +7.9% | -39.6% | +47.5% | +8.2% |
| YTD | +5.3% | +262.6% | -257.4% | +8.3% |
| 1Y | +5.1% | +366.2% | -361.1% | +8.3% |
| All | -14.4% | +1,351.1% | -1,365.5% | -13.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling