+4.4%
MCHP vs KHC
-14.2%
+18.6%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.2% | +0.7% | -0.4% |
| 7D | +0.3% | -4.8% | +5.1% | +0.9% |
| 30D | -9.8% | +0.3% | -10.1% | -9.8% |
| 3M | -19.7% | +6.7% | -26.4% | -20.7% |
| 6M | +13.6% | +4.2% | +9.4% | +12.5% |
| YTD | +16.5% | +6.7% | +9.8% | +14.7% |
| 1Y | +15.7% | -1.4% | +17.1% | +15.9% |
| 3Y | 0.0% | -11.8% | +11.7% | +1.6% |
| 5Y | +4.4% | -13.4% | +17.8% | +7.4% |
| All | +4.4% | -14.2% | +18.6% | +7.4% |
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