+306.9%
MNST vs KHC
-42.1%
+349.1%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -2.8% | -1.6% | -3.5% |
| 7D | -3.4% | +1.1% | -4.5% | -3.7% |
| 30D | +6.6% | +12.0% | -5.3% | +2.7% |
| 3M | -2.9% | +0.2% | -3.1% | -3.2% |
| 6M | +18.4% | +10.3% | +8.1% | +13.9% |
| YTD | +19.3% | +6.7% | +12.5% | +15.5% |
| 1Y | +37.9% | +10.9% | +27.0% | +31.8% |
| 3Y | +62.9% | -12.6% | +75.5% | +66.4% |
| 5Y | +99.6% | -16.3% | +115.9% | +104.7% |
| 10Y | +305.7% | -53.2% | +358.9% | +371.1% |
| All | +306.9% | -42.1% | +349.1% | +347.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling