+226.2%
MRK vs KHC
-54.5%
+280.6%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.9% | -1.0% | -1.7% |
| 7D | -5.0% | -2.5% | -2.5% | -4.4% |
| 30D | +11.0% | +0.5% | +10.4% | +10.8% |
| 3M | +22.4% | +3.0% | +19.4% | +21.2% |
| 6M | +25.4% | +6.6% | +18.8% | +22.8% |
| YTD | +39.5% | +5.8% | +33.7% | +36.6% |
| 1Y | +78.0% | -2.2% | +80.2% | +77.8% |
| 3Y | +45.5% | -12.5% | +58.1% | +48.3% |
| 5Y | +130.3% | -13.6% | +143.9% | +133.8% |
| All | +226.2% | -54.5% | +280.6% | +241.4% |
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