+855.4%
MU vs KHC
-12.7%
+868.1%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -2.8% | +7.9% | +4.0% |
| 7D | -22.0% | +1.1% | -23.1% | -21.5% |
| 30D | -36.6% | +12.0% | -48.5% | -33.5% |
| 3M | -21.7% | +0.2% | -21.9% | -20.8% |
| 6M | +3.5% | +10.3% | -6.8% | +7.6% |
| YTD | +141.9% | +6.7% | +135.2% | +151.5% |
| 1Y | +189.8% | +10.9% | +179.0% | +201.9% |
| 3Y | +855.4% | -12.6% | +868.0% | +954.9% |
| All | +855.4% | -12.7% | +868.1% | +954.9% |
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