+205.9%
MCD vs KHC
-52.1%
+258.1%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.1% | -2.7% | -2.6% |
| 7D | -1.9% | -4.6% | +2.7% | -0.7% |
| 30D | +16.6% | +8.1% | +8.5% | +14.3% |
| 3M | +0.9% | 0.0% | +0.9% | +0.8% |
| 6M | +1.5% | +7.9% | -6.5% | -1.0% |
| YTD | -8.3% | +5.3% | -13.6% | -10.3% |
| 1Y | -8.1% | +5.1% | -13.2% | -10.1% |
| 3Y | +10.3% | -12.8% | +23.1% | +12.6% |
| 5Y | +23.4% | -16.2% | +39.6% | +26.4% |
| 10Y | +205.9% | -52.3% | +258.2% | +206.7% |
| All | +205.9% | -52.1% | +258.1% | +206.7% |
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 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