-10.1%
KHC vs MOS
-26.7%
+16.6%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.3% | -3.8% | -0.8% |
| 7D | +5.9% | +22.5% | -16.5% | +3.7% |
| 30D | +14.9% | +6.6% | +8.3% | +14.0% |
| 3M | 0.0% | -3.8% | +3.8% | +0.1% |
| 6M | +16.2% | -2.2% | +18.4% | +15.9% |
| YTD | +9.8% | -4.8% | +14.6% | +9.1% |
| 1Y | +12.1% | -11.7% | +23.8% | +12.1% |
| All | -10.1% | -26.7% | +16.6% | -9.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling