+556.2%
MA vs KHC
-41.6%
+597.7%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.7% | -0.4% | -0.9% |
| 7D | -2.7% | -1.8% | -0.9% | -2.2% |
| 30D | +1.5% | -1.9% | +3.4% | +2.0% |
| 3M | +20.4% | +14.4% | +6.0% | +15.3% |
| 6M | +11.1% | +8.7% | +2.4% | +7.8% |
| YTD | +2.0% | +7.8% | -5.8% | -1.2% |
| 1Y | -2.2% | -1.5% | -0.6% | -2.7% |
| 3Y | +41.9% | -9.9% | +51.7% | +42.8% |
| 5Y | +75.4% | -10.7% | +86.1% | +74.9% |
| 10Y | +527.5% | -55.7% | +583.3% | +599.7% |
| All | +556.2% | -41.6% | +597.7% | +523.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling