+72.1%
MA vs KHC
-12.7%
+84.8%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.8% | +2.3% | +0.1% |
| 7D | +2.3% | +1.1% | +1.2% | +2.1% |
| 30D | +14.7% | +12.0% | +2.7% | +12.2% |
| 3M | +13.5% | +0.2% | +13.3% | +13.3% |
| 6M | +33.1% | +10.3% | +22.8% | +30.3% |
| YTD | +15.1% | +6.7% | +8.3% | +13.1% |
| 1Y | +18.7% | +10.9% | +7.9% | +15.7% |
| 3Y | +72.1% | -12.6% | +84.7% | +77.4% |
| All | +72.1% | -12.7% | +84.8% | +77.4% |
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