+282.3%
MCD vs KHC
-42.1%
+324.4%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.8% | +2.3% | +0.2% |
| 7D | +7.1% | +1.1% | +6.0% | +6.8% |
| 30D | +19.8% | +12.0% | +7.8% | +16.1% |
| 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% | -8.5% |
| 3Y | +10.5% | -12.6% | +23.2% | +12.8% |
| 5Y | +22.0% | -16.3% | +38.3% | +24.9% |
| 10Y | +216.7% | -53.2% | +269.9% | +243.4% |
| All | +282.3% | -42.1% | +324.4% | +278.2% |
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