-43.0%
KHC vs MXL
+455.6%
-498.6%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +6.0% | -5.8% | 0.0% |
| 7D | -2.2% | +15.5% | -17.7% | -2.7% |
| 30D | -0.1% | -11.3% | +11.2% | +0.2% |
| 3M | +8.3% | -16.1% | +24.5% | +7.8% |
| 6M | +5.0% | +323.0% | -318.1% | -5.6% |
| YTD | +8.0% | +281.5% | -273.5% | -2.5% |
| 1Y | -1.1% | +319.3% | -320.4% | -11.6% |
| 3Y | -10.7% | +189.4% | -200.1% | -21.5% |
| 5Y | -13.5% | +26.0% | -39.5% | -21.1% |
| 10Y | -55.4% | +243.5% | -298.9% | -67.7% |
| All | -43.0% | +455.6% | -498.6% | -61.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling