-55.6%
KHC vs MOH
+264.4%
-320.0%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.0% | -1.1% | +0.6% |
| 7D | -1.0% | +1.7% | -2.7% | -1.2% |
| 30D | +1.9% | -0.9% | +2.8% | +2.0% |
| 3M | +3.2% | +5.7% | -2.5% | +2.3% |
| 6M | +10.0% | +39.1% | -29.2% | +5.1% |
| YTD | +6.7% | +17.7% | -11.0% | +3.2% |
| 1Y | -0.9% | +8.4% | -9.3% | -3.6% |
| 3Y | -13.6% | -36.6% | +23.0% | -11.7% |
| 5Y | -12.8% | -19.1% | +6.2% | -15.4% |
| All | -55.6% | +264.4% | -320.0% | -64.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MOH.
Daily Out/Under-Performance
Portfolio return minus MOH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOH 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 MOH 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