+313.1%
MNST vs KHC
-54.7%
+367.8%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.8% | +0.6% | +0.1% |
| 7D | -5.0% | -2.0% | -2.9% | -4.3% |
| 30D | +4.6% | +9.7% | -5.1% | +1.5% |
| 3M | +1.0% | -2.0% | +3.0% | +1.5% |
| 6M | +5.8% | +5.4% | +0.4% | +3.3% |
| YTD | +19.1% | +5.9% | +13.1% | +15.6% |
| 1Y | +30.9% | +7.5% | +23.4% | +26.4% |
| 3Y | +65.7% | -12.4% | +78.1% | +69.1% |
| 5Y | +99.0% | -15.8% | +114.8% | +103.6% |
| 10Y | +313.1% | -54.1% | +367.1% | +370.2% |
| All | +313.1% | -54.7% | +367.8% | +370.2% |
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