+1,120.0%
MPC vs KHC
-55.7%
+1,175.7%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.7% | +1.0% | +0.5% |
| 7D | +5.4% | -1.8% | +7.2% | +6.1% |
| 30D | +31.0% | -1.9% | +32.8% | +31.6% |
| 3M | +46.0% | +14.4% | +31.6% | +38.4% |
| 6M | +77.3% | +8.7% | +68.6% | +70.3% |
| YTD | +141.9% | +7.8% | +134.1% | +132.5% |
| 1Y | +120.9% | -1.5% | +122.4% | +118.9% |
| 3Y | +182.7% | -9.9% | +192.5% | +183.2% |
| 5Y | +646.4% | -10.7% | +657.2% | +630.5% |
| All | +1,120.0% | -55.7% | +1,175.7% | +1,058.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling