+938.2%
MU vs KHC
-13.3%
+951.6%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +2.6% | -5.1% | -1.9% |
| 7D | +12.8% | +2.0% | +10.8% | +13.4% |
| 30D | -14.9% | +10.6% | -25.5% | -12.6% |
| 3M | -18.0% | +0.5% | -18.6% | -17.3% |
| 6M | -3.1% | +12.1% | -15.2% | -0.7% |
| YTD | +172.9% | +8.9% | +164.0% | +179.9% |
| 1Y | +228.8% | +7.5% | +221.4% | +237.3% |
| 3Y | +950.8% | -10.7% | +961.6% | +974.6% |
| All | +938.2% | -13.3% | +951.6% | +1,010.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling