+211.3%
MCD vs KHC
-54.7%
+266.0%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.8% | +2.6% | +2.0% |
| 7D | +5.9% | -2.0% | +8.0% | +6.5% |
| 30D | +19.6% | +9.7% | +10.0% | +16.8% |
| 3M | +3.3% | -2.0% | +5.3% | +3.7% |
| 6M | +3.5% | +5.4% | -1.9% | +1.6% |
| YTD | -6.1% | +5.9% | -12.0% | -8.3% |
| 1Y | -3.7% | +7.5% | -11.1% | -6.3% |
| 3Y | +13.4% | -12.4% | +25.8% | +15.5% |
| 5Y | +25.2% | -15.8% | +41.0% | +28.0% |
| 10Y | +211.3% | -54.1% | +265.3% | +211.1% |
| All | +211.3% | -54.7% | +266.0% | +211.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling