-42.1%
KHC vs MOS
-38.9%
-3.2%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.3% | -3.8% | -0.9% |
| 7D | +5.9% | +22.5% | -16.5% | +2.8% |
| 30D | +14.9% | +6.6% | +8.3% | +13.6% |
| 3M | 0.0% | -3.8% | +3.8% | +0.1% |
| 6M | +16.2% | -2.2% | +18.4% | +15.7% |
| YTD | +9.8% | -4.8% | +14.6% | +9.0% |
| 1Y | +12.1% | -11.7% | +23.8% | +12.3% |
| 3Y | -10.1% | -26.5% | +16.5% | -9.1% |
| 5Y | -13.9% | -32.2% | +18.3% | -15.8% |
| 10Y | -51.9% | +10.2% | -62.1% | -60.8% |
| All | -42.1% | -38.9% | -3.2% | -43.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling