+157.3%
MMM vs KHC
-9.8%
+167.1%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.6% | -4.0% | -2.0% |
| 7D | -0.8% | +2.0% | -2.8% | -1.3% |
| 30D | +11.7% | +10.6% | +1.1% | +9.3% |
| 3M | +1.0% | +0.5% | +0.5% | +0.7% |
| 6M | +26.0% | +12.1% | +14.0% | +22.5% |
| YTD | +16.3% | +8.9% | +7.4% | +13.5% |
| 1Y | +9.6% | +7.5% | +2.1% | +7.3% |
| 3Y | +157.3% | -10.7% | +168.1% | +151.9% |
| All | +157.3% | -9.8% | +167.1% | +151.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling