+265.1%
MU vs KHC
+11.6%
+253.5%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | +3.8% | -10.8% | -3.8% |
| 7D | -19.1% | +6.6% | -25.7% | -14.2% |
| 30D | -25.2% | +16.5% | -41.7% | -14.2% |
| 3M | -10.9% | -3.0% | -7.9% | -12.0% |
| 6M | +38.0% | +17.4% | +20.6% | +59.3% |
| YTD | +178.8% | +10.3% | +168.5% | +220.1% |
| 1Y | +265.1% | +12.5% | +252.7% | +325.5% |
| All | +265.1% | +11.6% | +253.5% | +325.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling