-3.2%
MCD vs KHC
+6.6%
-9.8%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.7% | +1.0% | +0.4% |
| 7D | +7.3% | -1.1% | +8.4% | +7.6% |
| 30D | +20.0% | +8.8% | +11.1% | +18.3% |
| 3M | +3.8% | -1.2% | +5.0% | +3.9% |
| 6M | +3.8% | +4.6% | -0.9% | +2.5% |
| YTD | -5.9% | +5.1% | -11.0% | -7.2% |
| 1Y | -3.2% | +6.2% | -9.5% | -5.0% |
| All | -3.2% | +6.6% | -9.8% | -5.0% |
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