-55.8%
KHC vs MOD
+1,642.7%
-1,698.5%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +4.3% | -5.0% | -0.8% |
| 7D | -1.8% | +9.6% | -11.3% | -2.1% |
| 30D | -1.9% | 0.0% | -1.9% | -1.9% |
| 3M | +14.4% | -35.4% | +49.8% | +16.0% |
| 6M | +8.7% | -7.3% | +16.0% | +8.0% |
| YTD | +7.8% | +45.8% | -38.0% | +4.4% |
| 1Y | -1.5% | +43.1% | -44.7% | -4.9% |
| 3Y | -9.9% | +297.7% | -307.5% | -21.5% |
| 5Y | -10.7% | +1,478.8% | -1,489.5% | -32.8% |
| All | -55.8% | +1,642.7% | -1,698.5% | -69.0% |
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