-15.3%
KHC vs MSCI
+7.0%
-22.3%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.5% | +2.4% | +1.0% |
| 7D | -3.3% | -0.7% | -2.6% | -3.3% |
| 30D | +9.1% | +16.2% | -7.0% | +7.7% |
| 3M | +1.4% | +16.1% | -14.7% | 0.0% |
| 6M | +8.4% | +12.9% | -4.6% | +7.0% |
| YTD | +6.2% | +14.8% | -8.7% | +4.6% |
| 1Y | +5.7% | +13.8% | -8.1% | +4.1% |
| 3Y | -12.0% | +31.2% | -43.3% | -14.7% |
| 5Y | -15.3% | +5.6% | -20.9% | -19.8% |
| All | -15.3% | +7.0% | -22.3% | -19.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MSCI.
Daily Out/Under-Performance
Portfolio return minus MSCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSCI 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 MSCI 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