+10.5%
MCD vs KHC
-12.7%
+23.3%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.8% | +2.3% | +0.2% |
| 7D | +7.1% | +1.1% | +6.0% | +6.9% |
| 30D | +19.8% | +12.0% | +7.8% | +16.4% |
| 3M | +0.8% | +0.2% | +0.6% | +0.6% |
| 6M | -1.3% | +10.3% | -11.7% | -4.5% |
| YTD | -7.8% | +6.7% | -14.5% | -10.2% |
| 1Y | -5.0% | +10.9% | -15.8% | -8.6% |
| 3Y | +10.5% | -12.6% | +23.2% | +9.4% |
| All | +10.5% | -12.7% | +23.3% | +9.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling