+62.9%
MNST vs KHC
-12.7%
+75.6%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -2.8% | -1.6% | -3.6% |
| 7D | -3.4% | +1.1% | -4.5% | -3.6% |
| 30D | +6.6% | +12.0% | -5.3% | +3.6% |
| 3M | -2.9% | +0.2% | -3.1% | -3.1% |
| 6M | +18.4% | +10.3% | +8.1% | +14.9% |
| YTD | +19.3% | +6.7% | +12.5% | +16.3% |
| 1Y | +37.9% | +10.9% | +27.0% | +32.9% |
| 3Y | +62.9% | -12.6% | +75.5% | +56.3% |
| All | +62.9% | -12.7% | +75.6% | +56.3% |
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