+978.0%
MU vs KHC
-12.1%
+990.1%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.9% | -2.5% | -1.2% |
| 7D | +21.6% | -3.3% | +25.0% | +20.1% |
| 30D | -16.2% | +9.1% | -25.4% | -13.0% |
| 3M | -12.4% | +1.4% | -13.8% | -11.0% |
| 6M | +4.2% | +8.4% | -4.2% | +7.8% |
| YTD | +180.0% | +6.2% | +173.8% | +190.4% |
| 1Y | +226.4% | +5.7% | +220.7% | +238.5% |
| All | +978.0% | -12.1% | +990.1% | +1,016.0% |
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