+306.5%
MCHP vs KHC
-41.6%
+348.1%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.7% | +2.1% | +1.7% |
| 7D | +1.7% | -1.8% | +3.5% | +2.3% |
| 30D | -4.1% | -1.9% | -2.2% | -3.6% |
| 3M | -22.5% | +14.4% | -36.9% | -26.8% |
| 6M | +7.3% | +8.7% | -1.4% | +2.7% |
| YTD | +18.4% | +7.8% | +10.6% | +13.2% |
| 1Y | +18.1% | -1.5% | +19.6% | +16.5% |
| 3Y | -2.8% | -9.9% | +7.1% | -2.5% |
| 5Y | +5.5% | -10.7% | +16.2% | +3.4% |
| 10Y | +185.8% | -55.7% | +241.5% | +219.5% |
| All | +306.5% | -41.6% | +348.1% | +278.0% |
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