-54.1%
KHC vs MOD
+1,005.7%
-1,059.8%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +9.9% | -10.6% | -1.0% |
| 7D | -2.0% | -13.9% | +11.9% | -1.8% |
| 30D | +9.7% | -41.5% | +51.2% | +11.2% |
| 3M | -2.0% | -45.7% | +43.7% | -0.5% |
| 6M | +5.4% | -61.1% | +66.5% | +8.0% |
| YTD | +5.9% | -20.5% | +26.4% | +4.3% |
| 1Y | +7.5% | -32.1% | +39.6% | +6.4% |
| 3Y | -12.4% | +146.5% | -158.9% | -22.9% |
| 5Y | -15.8% | +812.7% | -828.6% | -35.7% |
| 10Y | -54.1% | +966.8% | -1,020.9% | -66.3% |
| All | -54.1% | +1,005.7% | -1,059.8% | -66.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MOD.
Daily Out/Under-Performance
Portfolio return minus MOD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOD 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 10y: compounded portfolio wealth divided by compounded MOD 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…
10y analysis · Full analysis span regression · 6 months rolling