+22.6%
MCD vs KHC
-15.5%
+38.2%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.9% | -1.3% | -0.7% |
| 7D | -1.6% | -3.3% | +1.7% | -0.7% |
| 30D | +16.0% | +9.1% | +6.9% | +13.3% |
| 3M | 0.0% | +1.4% | -1.4% | -0.6% |
| 6M | +0.9% | +8.4% | -7.4% | -1.9% |
| YTD | -8.7% | +6.2% | -14.9% | -11.1% |
| 1Y | -8.6% | +5.7% | -14.2% | -10.9% |
| 3Y | +9.9% | -12.0% | +21.9% | +12.3% |
| 5Y | +22.6% | -15.3% | +38.0% | +29.4% |
| All | +22.6% | -15.5% | +38.2% | +29.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling