+189.8%
MU vs KHC
+7.4%
+182.4%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -0.8% | +7.0% | +5.6% |
| 7D | -12.0% | -2.0% | -10.0% | -13.3% |
| 30D | -28.7% | +9.7% | -38.4% | -22.2% |
| 3M | -16.4% | -2.0% | -14.4% | -16.5% |
| 6M | -1.8% | +5.4% | -7.2% | +5.7% |
| YTD | +157.1% | +5.9% | +151.2% | +184.9% |
| All | +189.8% | +7.4% | +182.4% | +219.3% |
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 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