+56.6%
MNST vs KHC
-10.0%
+66.6%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | +0.1% | -0.4% |
| 7D | -6.5% | -1.8% | -4.7% | -6.1% |
| 30D | -7.2% | -1.9% | -5.3% | -6.8% |
| 3M | -1.0% | +14.4% | -15.4% | -5.0% |
| 6M | +11.5% | +8.7% | +2.8% | +8.3% |
| YTD | +14.3% | +7.8% | +6.5% | +11.1% |
| 1Y | +38.1% | -1.5% | +39.6% | +37.8% |
| All | +56.6% | -10.0% | +66.6% | +55.6% |
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 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