-44.0%
KHC vs MOD
+1,736.4%
-1,780.4%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +4.3% | -6.5% | -2.4% |
| 7D | -3.3% | +9.6% | -12.9% | -3.7% |
| 30D | -3.4% | 0.0% | -3.4% | -3.5% |
| 3M | +12.6% | -35.4% | +48.0% | +14.3% |
| 6M | +7.0% | -7.3% | +14.3% | +6.3% |
| YTD | +6.1% | +45.8% | -39.7% | +2.6% |
| 1Y | -3.1% | +43.1% | -46.2% | -6.6% |
| 3Y | -11.3% | +297.7% | -308.9% | -23.1% |
| 5Y | -12.1% | +1,478.8% | -1,490.9% | -34.3% |
| 10Y | -56.4% | +1,633.4% | -1,689.8% | -70.6% |
| All | -44.0% | +1,736.4% | -1,780.4% | -60.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling