+86.9%
MDT vs KHC
-41.0%
+127.8%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.6% | -0.7% | +1.1% |
| 7D | +1.0% | +2.0% | -1.0% | +0.5% |
| 30D | +9.2% | +10.6% | -1.5% | +6.2% |
| 3M | +14.5% | +0.5% | +14.0% | +14.2% |
| 6M | +37.3% | +12.1% | +25.3% | +32.5% |
| YTD | +9.8% | +8.9% | +0.9% | +6.4% |
| 1Y | +10.5% | +7.5% | +3.0% | +7.5% |
| 3Y | +57.4% | -10.7% | +68.2% | +59.9% |
| 5Y | +1.2% | -13.2% | +14.3% | +2.7% |
| 10Y | +63.2% | -50.6% | +113.9% | +75.3% |
| All | +86.9% | -41.0% | +127.8% | +84.6% |
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