-42.1%
KHC vs MOD
+762.2%
-804.2%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -7.3% | +6.8% | -0.2% |
| 7D | +5.9% | -34.2% | +40.1% | +7.3% |
| 30D | +14.9% | -51.9% | +66.8% | +17.6% |
| 3M | 0.0% | -53.0% | +53.0% | +2.3% |
| 6M | +16.2% | -66.4% | +82.5% | +20.0% |
| YTD | +9.8% | -31.5% | +41.4% | +8.7% |
| 1Y | +12.1% | -39.6% | +51.6% | +11.4% |
| 3Y | -10.1% | +116.8% | -126.9% | -21.0% |
| 5Y | -13.9% | +713.8% | -727.7% | -34.6% |
| 10Y | -51.9% | +882.7% | -934.6% | -67.4% |
| All | -42.1% | +762.2% | -804.2% | -57.9% |
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