-16.8%
KHC vs MOS
-30.3%
+13.5%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.0% | -1.7% | -0.8% |
| 7D | -1.1% | +24.8% | -26.0% | -3.0% |
| 30D | +8.8% | +22.7% | -13.8% | +6.9% |
| 3M | -1.2% | -1.2% | 0.0% | -1.4% |
| 6M | +4.6% | +5.5% | -0.9% | +3.8% |
| YTD | +5.1% | -2.0% | +7.1% | +4.5% |
| 1Y | +6.2% | -7.9% | +14.2% | +6.0% |
| 3Y | -12.9% | -25.0% | +12.1% | -12.8% |
| 5Y | -16.8% | -27.7% | +11.0% | -21.7% |
| All | -16.8% | -30.3% | +13.5% | -21.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling