+278.5%
MRK vs KHC
-42.4%
+320.9%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.9% | -1.0% | -0.4% |
| 7D | 0.0% | -3.3% | +3.3% | +0.9% |
| 30D | +3.5% | +9.1% | -5.6% | +0.9% |
| 3M | +11.2% | +1.4% | +9.8% | +10.6% |
| 6M | +32.5% | +8.4% | +24.1% | +29.0% |
| YTD | +42.5% | +6.2% | +36.3% | +39.0% |
| 1Y | +65.4% | +5.7% | +59.7% | +61.5% |
| 3Y | +58.8% | -12.0% | +70.9% | +61.7% |
| 5Y | +103.9% | -15.3% | +119.2% | +107.9% |
| 10Y | +226.8% | -51.8% | +278.7% | +266.0% |
| All | +278.5% | -42.4% | +320.9% | +283.4% |
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 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