+284.9%
MRK vs KHC
-41.6%
+326.5%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.7% | -0.6% | -1.1% |
| 7D | +1.3% | -1.8% | +3.1% | +1.8% |
| 30D | +17.1% | -1.9% | +19.0% | +17.7% |
| 3M | +25.9% | +14.4% | +11.5% | +21.0% |
| 6M | +26.8% | +8.7% | +18.1% | +23.3% |
| YTD | +44.9% | +7.8% | +37.1% | +41.0% |
| 1Y | +84.8% | -1.5% | +86.4% | +84.3% |
| 3Y | +50.1% | -9.9% | +60.0% | +51.8% |
| 5Y | +127.4% | -10.7% | +138.2% | +128.7% |
| 10Y | +240.0% | -55.7% | +295.7% | +295.8% |
| All | +284.9% | -41.6% | +326.5% | +289.0% |
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