-69.3%
MARA vs KHC
-14.2%
-55.1%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.2% | +1.9% | +0.8% |
| 7D | +13.8% | -4.8% | +18.6% | +14.0% |
| 30D | +24.7% | +0.3% | +24.4% | +24.5% |
| 3M | -10.4% | +6.7% | -17.2% | -11.6% |
| 6M | +37.6% | +4.2% | +33.5% | +36.0% |
| YTD | +32.7% | +6.7% | +26.0% | +30.8% |
| 1Y | -25.2% | -1.4% | -23.8% | -25.5% |
| 3Y | +9.3% | -11.8% | +21.0% | +7.9% |
| 5Y | -69.3% | -13.4% | -56.0% | -65.4% |
| All | -69.3% | -14.2% | -55.1% | -65.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling