+553.1%
MA vs KHC
-53.9%
+607.0%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.8% | +2.3% | +0.3% |
| 7D | +2.3% | +1.1% | +1.2% | +2.0% |
| 30D | +14.7% | +12.0% | +2.7% | +11.1% |
| 3M | +13.5% | +0.2% | +13.3% | +13.2% |
| 6M | +33.1% | +10.3% | +22.8% | +28.9% |
| YTD | +15.1% | +6.7% | +8.3% | +11.9% |
| 1Y | +18.7% | +10.9% | +7.9% | +14.2% |
| 3Y | +72.1% | -12.6% | +84.7% | +75.0% |
| 5Y | +92.8% | -16.3% | +109.1% | +96.3% |
| All | +553.1% | -53.9% | +607.0% | +539.1% |
Cumulative growth
Daily Returns
Daily percentage return beside KHC.
Daily Out/Under-Performance
Portfolio return minus KHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KHC 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 10y: compounded portfolio wealth divided by compounded KHC 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…
10y analysis · Full analysis span regression · 6 months rolling