+99.8%
MNST vs KHC
-13.3%
+113.1%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.6% | -0.6% | +1.2% |
| 7D | +1.6% | +2.0% | -0.4% | +1.0% |
| 30D | +5.1% | +10.6% | -5.6% | +2.0% |
| 3M | -0.5% | +0.5% | -1.0% | -0.8% |
| 6M | +8.1% | +12.1% | -3.9% | +3.9% |
| YTD | +21.2% | +8.9% | +12.3% | +17.0% |
| 1Y | +30.7% | +7.5% | +23.2% | +26.7% |
| 3Y | +67.3% | -10.7% | +78.0% | +69.3% |
| All | +99.8% | -13.3% | +113.1% | +105.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling