+4,271.9%
MU vs KHC
-54.7%
+4,326.6%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -0.8% | +7.0% | +6.4% |
| 7D | -12.0% | -2.0% | -10.0% | -11.8% |
| 30D | -28.7% | +9.7% | -38.4% | -30.2% |
| 3M | -16.4% | -2.0% | -14.4% | -16.5% |
| 6M | -1.8% | +5.4% | -7.2% | -4.6% |
| YTD | +157.1% | +5.9% | +151.2% | +147.7% |
| 1Y | +208.5% | +7.5% | +201.0% | +195.7% |
| 3Y | +906.2% | -12.4% | +918.6% | +897.9% |
| 5Y | +893.4% | -15.8% | +909.2% | +875.5% |
| 10Y | +4,271.9% | -54.1% | +4,325.9% | +4,132.8% |
| All | +4,271.9% | -54.7% | +4,326.6% | +4,132.8% |
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