-13.5%
KHC vs MXL
+209.6%
-223.1%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +7.5% | -8.7% | -1.0% |
| 7D | -4.8% | +19.0% | -23.8% | -4.5% |
| 30D | +0.3% | +4.5% | -4.2% | +0.5% |
| 3M | +6.7% | -1.5% | +8.2% | +6.7% |
| 6M | +4.2% | +348.6% | -344.5% | +4.6% |
| YTD | +6.7% | +310.3% | -303.5% | +7.2% |
| 1Y | -1.4% | +344.7% | -346.1% | -1.1% |
| All | -13.5% | +209.6% | -223.1% | -15.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MXL.
Daily Out/Under-Performance
Portfolio return minus MXL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MXL 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 3y: compounded portfolio wealth divided by compounded MXL 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…
3y analysis · Full analysis span regression · 6 months rolling