-17.3%
MCD vs KHC
-3.0%
-14.2%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.2% | +0.7% | -1.1% |
| 7D | -2.8% | -3.3% | +0.5% | -2.3% |
| 30D | -6.0% | -3.4% | -2.6% | -5.4% |
| 3M | -5.6% | +12.6% | -18.2% | -8.0% |
| 6M | -21.9% | +7.0% | -28.9% | -23.3% |
| YTD | -14.7% | +6.1% | -20.8% | -16.2% |
| 1Y | -17.3% | -3.1% | -14.2% | -17.2% |
| All | -17.3% | -3.0% | -14.2% | -17.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling