+290.0%
MNST vs KHC
-41.6%
+331.6%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | +0.1% | -0.4% |
| 7D | -6.5% | -1.8% | -4.7% | -6.0% |
| 30D | -7.2% | -1.9% | -5.3% | -6.8% |
| 3M | -1.0% | +14.4% | -15.4% | -5.8% |
| 6M | +11.5% | +8.7% | +2.8% | +7.7% |
| YTD | +14.3% | +7.8% | +6.5% | +10.4% |
| 1Y | +38.1% | -1.5% | +39.6% | +37.4% |
| 3Y | +55.0% | -9.9% | +64.8% | +56.8% |
| 5Y | +79.6% | -10.7% | +90.4% | +80.3% |
| 10Y | +241.8% | -55.7% | +297.5% | +305.7% |
| All | +290.0% | -41.6% | +331.6% | +328.3% |
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 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