-14.1%
KHC vs MOS
-33.6%
+19.5%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.7% | +1.8% | +2.5% |
| 7D | +2.0% | -2.0% | +4.0% | +2.2% |
| 30D | +10.6% | +15.3% | -4.7% | +9.2% |
| 3M | +0.5% | +1.5% | -1.0% | +0.2% |
| 6M | +12.1% | -2.0% | +14.0% | +11.8% |
| YTD | +8.9% | -6.5% | +15.4% | +8.6% |
| 1Y | +7.5% | -11.1% | +18.5% | +7.5% |
| 3Y | -10.7% | -30.3% | +19.5% | -10.2% |
| All | -14.1% | -33.6% | +19.5% | -17.5% |
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