-52.3%
KHC vs MOS
-1.8%
-50.4%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.8% | +1.0% | +0.2% |
| 7D | -4.6% | +5.5% | -10.1% | -5.3% |
| 30D | +8.1% | +21.0% | -12.8% | +5.0% |
| 3M | 0.0% | -0.5% | +0.5% | -0.3% |
| 6M | +7.9% | +6.6% | +1.3% | +6.1% |
| YTD | +5.3% | -2.8% | +8.0% | +4.2% |
| 1Y | +5.1% | -8.1% | +13.2% | +4.7% |
| 3Y | -12.8% | -25.6% | +12.8% | -12.0% |
| 5Y | -16.2% | -29.8% | +13.6% | -18.9% |
| 10Y | -52.3% | +0.6% | -52.8% | -59.9% |
| All | -52.3% | -1.8% | -50.4% | -59.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MOS.
Daily Out/Under-Performance
Portfolio return minus MOS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOS 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 MOS 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