+134.5%
MCHP vs KHC
-50.5%
+185.0%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.6% | -3.2% | -1.4% |
| 7D | +5.7% | +2.0% | +3.7% | +5.1% |
| 30D | -13.4% | +10.6% | -24.0% | -16.2% |
| 3M | -20.1% | +0.5% | -20.6% | -20.6% |
| 6M | -35.5% | +12.1% | -47.6% | -38.7% |
| YTD | -1.6% | +8.9% | -10.5% | -6.2% |
| 1Y | +15.5% | +7.5% | +8.0% | +10.4% |
| 3Y | -13.2% | -10.7% | -2.5% | -12.6% |
| 5Y | -17.5% | -13.2% | -4.3% | -18.1% |
| All | +134.5% | -50.5% | +185.0% | +112.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling