-14.8%
KHC vs MSCI
+3.6%
-18.4%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.3% | -0.5% | -2.6% |
| 7D | +1.1% | +2.8% | -1.7% | +0.9% |
| 30D | +12.0% | +15.4% | -3.5% | +10.6% |
| 3M | +0.2% | +13.4% | -13.2% | -1.0% |
| 6M | +10.3% | +10.9% | -0.6% | +9.2% |
| YTD | +6.7% | +13.0% | -6.2% | +5.3% |
| 1Y | +10.9% | +12.0% | -1.2% | +9.4% |
| 3Y | -12.6% | +34.1% | -46.7% | -15.3% |
| All | -14.8% | +3.6% | -18.4% | -19.3% |
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