+178.1%
MCD vs KHC
-55.5%
+233.6%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.7% | -0.8% | -1.3% |
| 7D | -2.8% | -1.8% | -1.1% | -2.4% |
| 30D | -6.0% | -1.9% | -4.1% | -5.6% |
| 3M | -5.6% | +14.4% | -20.0% | -9.2% |
| 6M | -21.9% | +8.7% | -30.6% | -24.0% |
| YTD | -14.7% | +7.8% | -22.5% | -17.0% |
| 1Y | -17.3% | -1.5% | -15.7% | -17.6% |
| 3Y | -2.2% | -9.9% | +7.7% | -1.0% |
| 5Y | +20.3% | -10.7% | +31.0% | +21.2% |
| All | +178.1% | -55.5% | +233.6% | +182.8% |
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