-43.7%
KHC vs MOH
+182.8%
-226.5%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.1% | -0.1% | -1.0% |
| 7D | -4.8% | -4.2% | -0.6% | -4.3% |
| 30D | +0.3% | -2.4% | +2.7% | +0.5% |
| 3M | +6.7% | -4.4% | +11.1% | +7.1% |
| 6M | +4.2% | +32.9% | -28.8% | +0.1% |
| YTD | +6.7% | +11.9% | -5.1% | +3.9% |
| 1Y | -1.4% | +6.9% | -8.3% | -4.0% |
| 3Y | -11.8% | -39.4% | +27.7% | -9.5% |
| 5Y | -13.4% | -25.0% | +11.6% | -14.9% |
| 10Y | -54.3% | +244.9% | -299.1% | -63.7% |
| All | -43.7% | +182.8% | -226.5% | -53.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling