+104.1%
MMM vs KHC
-42.1%
+146.2%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.8% | +1.4% | -0.5% |
| 7D | +6.2% | +1.1% | +5.1% | +5.9% |
| 30D | +14.2% | +12.0% | +2.2% | +10.3% |
| 3M | +2.9% | +0.2% | +2.7% | +2.6% |
| 6M | +27.6% | +10.3% | +17.2% | +22.9% |
| YTD | +17.3% | +6.7% | +10.5% | +13.8% |
| 1Y | +15.1% | +10.9% | +4.2% | +10.3% |
| 3Y | +157.1% | -12.6% | +169.8% | +161.8% |
| 5Y | +45.1% | -16.3% | +61.4% | +48.4% |
| 10Y | +83.9% | -53.2% | +137.1% | +98.7% |
| All | +104.1% | -42.1% | +146.2% | +100.9% |
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 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