+277.2%
MRVL vs KHC
-10.4%
+287.6%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | -0.7% | +7.7% | +6.9% |
| 7D | +3.2% | -1.8% | +5.0% | +2.8% |
| 30D | +5.9% | -1.9% | +7.8% | +5.5% |
| 3M | -29.3% | +14.4% | -43.7% | -27.2% |
| 6M | +186.5% | +8.7% | +177.8% | +193.5% |
| YTD | +163.4% | +7.8% | +155.7% | +170.1% |
| 1Y | +249.5% | -1.5% | +251.0% | +255.2% |
| 3Y | +289.4% | -9.9% | +299.2% | +290.4% |
| All | +277.2% | -10.4% | +287.6% | +285.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling