-13.6%
KHC vs MXL
+29.7%
-43.3%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.0% | +2.1% | -0.9% |
| 7D | -2.5% | +16.6% | -19.2% | -2.3% |
| 30D | +0.5% | +0.5% | +0.1% | +0.6% |
| 3M | +3.0% | -3.6% | +6.7% | +3.0% |
| 6M | +6.6% | +328.0% | -321.4% | +7.3% |
| YTD | +5.8% | +297.8% | -292.0% | +6.4% |
| 1Y | -2.2% | +339.4% | -341.6% | -1.7% |
| 3Y | -12.5% | +201.7% | -214.3% | -12.7% |
| 5Y | -13.6% | +32.8% | -46.3% | -15.6% |
| All | -13.6% | +29.7% | -43.3% | -15.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling