+85.8%
MMM vs KHC
-41.6%
+127.4%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.7% | +0.8% | +0.4% |
| 7D | -3.3% | -1.8% | -1.6% | -2.8% |
| 30D | -7.0% | -1.9% | -5.1% | -6.6% |
| 3M | +10.8% | +14.4% | -3.6% | +5.8% |
| 6M | +5.8% | +8.7% | -3.0% | +2.3% |
| YTD | +6.8% | +7.8% | -1.0% | +3.3% |
| 1Y | +10.4% | -1.5% | +11.9% | +9.8% |
| 3Y | +104.7% | -9.9% | +114.5% | +106.3% |
| 5Y | +23.6% | -10.7% | +34.3% | +23.8% |
| 10Y | +54.1% | -55.7% | +109.8% | +70.2% |
| All | +85.8% | -41.6% | +127.4% | +82.5% |
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 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