+253.5%
MCD vs KHC
-41.6%
+295.1%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -9.4% |
| 6M | -21.9% | +8.7% | -30.6% | -24.1% |
| YTD | -14.7% | +7.8% | -22.5% | -17.1% |
| 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% | +21.1% |
| 10Y | +180.7% | -55.7% | +236.4% | +211.8% |
| All | +253.5% | -41.6% | +295.1% | +249.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling