+38.4%
MDT vs KHC
-54.1%
+92.5%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.2% | +0.6% | -0.2% |
| 7D | -0.3% | -4.8% | +4.5% | +1.0% |
| 30D | +2.8% | +0.3% | +2.5% | +2.6% |
| 3M | +13.1% | +6.7% | +6.4% | +11.0% |
| 6M | +2.3% | +4.2% | -1.8% | +0.8% |
| YTD | -2.7% | +6.7% | -9.4% | -5.0% |
| 1Y | +0.9% | -1.4% | +2.3% | +0.5% |
| 3Y | +26.8% | -11.8% | +38.6% | +29.1% |
| 5Y | -19.5% | -13.4% | -6.1% | -18.1% |
| All | +38.4% | -54.1% | +92.5% | +42.2% |
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 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