+69.7%
MDT vs KHC
-41.6%
+111.3%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.7% | +1.8% | +1.3% |
| 7D | +3.2% | -1.8% | +5.0% | +3.7% |
| 30D | +9.5% | -1.9% | +11.4% | +10.0% |
| 3M | +16.0% | +14.4% | +1.6% | +11.5% |
| 6M | +0.2% | +8.7% | -8.5% | -2.6% |
| YTD | -0.3% | +7.8% | -8.1% | -3.0% |
| 1Y | +4.7% | -1.5% | +6.2% | +4.4% |
| 3Y | +26.5% | -9.9% | +36.4% | +28.1% |
| 5Y | -18.2% | -10.7% | -7.5% | -17.5% |
| 10Y | +40.0% | -55.7% | +95.7% | +56.9% |
| All | +69.7% | -41.6% | +111.3% | +68.2% |
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 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