+5,975.2%
MU vs KHC
-55.5%
+6,030.7%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -0.7% | +6.8% | +6.2% |
| 7D | +9.0% | -1.8% | +10.7% | +9.3% |
| 30D | +13.8% | -1.9% | +15.7% | +14.1% |
| 3M | +2.1% | +14.4% | -12.3% | -2.3% |
| 6M | +153.8% | +8.7% | +145.1% | +145.0% |
| YTD | +256.4% | +7.8% | +248.6% | +243.2% |
| 1Y | +719.8% | -1.5% | +721.3% | +707.3% |
| 3Y | +1,360.4% | -9.9% | +1,370.2% | +1,340.3% |
| 5Y | +1,312.4% | -10.7% | +1,323.2% | +1,262.0% |
| All | +5,975.2% | -55.5% | +6,030.7% | +6,210.3% |
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