+70.6%
MA vs KHC
-12.8%
+83.4%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.2% | +0.3% |
| 7D | -1.8% | -4.6% | +2.8% | -0.9% |
| 30D | +11.0% | +8.1% | +2.9% | +9.4% |
| 3M | +17.9% | 0.0% | +17.8% | +17.8% |
| 6M | +33.2% | +7.9% | +25.2% | +30.9% |
| YTD | +16.5% | +5.3% | +11.2% | +14.8% |
| 1Y | +19.1% | +5.1% | +14.0% | +17.4% |
| All | +70.6% | -12.8% | +83.4% | +69.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling