+188.9%
MCHP vs KHC
-54.5%
+243.4%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.9% | -1.1% | -1.7% |
| 7D | -2.1% | -2.5% | +0.4% | -1.3% |
| 30D | -11.1% | +0.5% | -11.6% | -11.4% |
| 3M | -18.1% | +3.0% | -21.1% | -19.6% |
| 6M | +10.8% | +6.6% | +4.1% | +7.1% |
| YTD | +14.2% | +5.8% | +8.5% | +10.2% |
| 1Y | +13.5% | -2.2% | +15.7% | +12.2% |
| 3Y | -2.0% | -12.5% | +10.5% | -0.6% |
| 5Y | +1.4% | -13.6% | +15.0% | +0.8% |
| All | +188.9% | -54.5% | +243.4% | +181.5% |
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