+10.9%
KHC vs MOD
-37.3%
+48.2%
-19.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +5.7% | -8.5% | -2.2% |
| 7D | +1.1% | -25.5% | +26.7% | -1.7% |
| 30D | +12.0% | -49.0% | +61.0% | +5.5% |
| 3M | +0.2% | -49.8% | +50.0% | -5.5% |
| 6M | +10.3% | -64.8% | +75.1% | +2.1% |
| YTD | +6.7% | -27.6% | +34.4% | +0.5% |
| 1Y | +10.9% | -35.2% | +46.1% | +4.4% |
| All | +10.9% | -37.3% | +48.2% | +4.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling