-19.5%
MDT vs KHC
-14.2%
-5.3%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.2% | +0.6% | -0.2% |
| 7D | -0.3% | -4.8% | +4.5% | +1.1% |
| 30D | +2.8% | +0.3% | +2.5% | +2.6% |
| 3M | +13.1% | +6.7% | +6.4% | +10.9% |
| 6M | +2.3% | +4.2% | -1.8% | +0.8% |
| YTD | -2.7% | +6.7% | -9.4% | -5.1% |
| 1Y | +0.9% | -1.4% | +2.3% | +0.8% |
| 3Y | +26.8% | -11.8% | +38.6% | +29.5% |
| 5Y | -19.5% | -13.4% | -6.1% | -16.5% |
| All | -19.5% | -14.2% | -5.3% | -16.5% |
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 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