-10.3%
KHC vs MOS
-8.7%
-1.6%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.4% | -2.1% | -0.8% |
| 7D | -1.8% | +9.5% | -11.3% | -2.4% |
| 30D | -1.9% | +10.4% | -12.3% | -2.6% |
| 3M | +14.4% | +12.9% | +1.5% | +13.2% |
| 6M | +8.7% | +1.2% | +7.5% | +8.0% |
| YTD | +7.8% | +9.3% | -1.5% | +6.5% |
| 1Y | -1.5% | -18.0% | +16.5% | -0.8% |
| 3Y | -9.9% | -29.0% | +19.2% | -9.8% |
| All | -10.3% | -8.7% | -1.6% | -11.2% |
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