+1,362.4%
MU vs KHC
-10.0%
+1,372.5%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -0.7% | +6.8% | +5.9% |
| 7D | +9.0% | -1.8% | +10.7% | +8.4% |
| 30D | +13.8% | -1.9% | +15.7% | +13.2% |
| 3M | +2.1% | +14.4% | -12.3% | +5.5% |
| 6M | +153.8% | +8.7% | +145.1% | +160.5% |
| YTD | +256.4% | +7.8% | +248.6% | +267.0% |
| 1Y | +719.8% | -1.5% | +721.3% | +743.8% |
| All | +1,362.4% | -10.0% | +1,372.5% | +1,363.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling