-13.6%
KHC vs MOH
-36.3%
+22.7%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.0% | -1.1% | +0.7% |
| 7D | -1.0% | +1.7% | -2.7% | -1.1% |
| 30D | +1.9% | -0.9% | +2.8% | +1.9% |
| 3M | +3.2% | +5.7% | -2.5% | +2.9% |
| 6M | +10.0% | +39.1% | -29.2% | +7.9% |
| YTD | +6.7% | +17.7% | -11.0% | +5.2% |
| 1Y | -0.9% | +8.4% | -9.3% | -2.0% |
| 3Y | -13.6% | -36.6% | +23.0% | -11.9% |
| All | -13.6% | -36.3% | +22.7% | -11.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling