-51.2%
KHC vs MOD
+822.6%
-873.8%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.5% | +1.4% | +0.9% |
| 7D | -3.3% | +16.1% | -19.4% | -3.7% |
| 30D | +9.1% | -38.5% | +47.7% | +10.6% |
| 3M | +1.4% | -46.8% | +48.2% | +3.1% |
| 6M | +8.4% | -61.6% | +69.9% | +11.1% |
| YTD | +6.2% | -20.5% | +26.7% | +4.5% |
| 1Y | +5.7% | -28.0% | +33.7% | +4.4% |
| 3Y | -12.0% | +134.9% | -147.0% | -22.5% |
| 5Y | -15.3% | +833.2% | -848.5% | -35.8% |
| All | -51.2% | +822.6% | -873.8% | -65.4% |
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