+328.4%
MNST vs KHC
-54.5%
+382.9%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | +0.1% | -0.4% |
| 7D | -3.9% | -1.1% | -2.8% | -3.5% |
| 30D | +3.9% | +8.8% | -5.0% | +1.1% |
| 3M | -0.8% | -1.2% | +0.4% | -0.6% |
| 6M | +5.1% | +4.6% | +0.4% | +2.9% |
| YTD | +18.3% | +5.1% | +13.1% | +15.1% |
| 1Y | +29.5% | +6.2% | +23.3% | +25.6% |
| 3Y | +64.0% | -12.9% | +76.9% | +67.7% |
| 5Y | +97.2% | -16.8% | +113.9% | +102.5% |
| 10Y | +328.4% | -52.4% | +380.9% | +366.6% |
| All | +328.4% | -54.5% | +382.9% | +366.6% |
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