+83.0%
MMM vs KHC
-54.7%
+137.8%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.8% | +2.7% | +2.1% |
| 7D | +5.8% | -2.0% | +7.8% | +6.5% |
| 30D | +17.9% | +9.7% | +8.3% | +14.7% |
| 3M | +3.6% | -2.0% | +5.6% | +4.0% |
| 6M | +32.9% | +5.4% | +27.5% | +30.0% |
| YTD | +19.5% | +5.9% | +13.6% | +16.3% |
| 1Y | +16.5% | +7.5% | +9.1% | +12.9% |
| 3Y | +167.2% | -12.4% | +179.6% | +171.7% |
| 5Y | +48.2% | -15.8% | +64.1% | +51.3% |
| 10Y | +83.0% | -54.1% | +137.1% | +83.8% |
| All | +83.0% | -54.7% | +137.8% | +83.8% |
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