-43.1%
KHC vs MSCI
+959.0%
-1,002.2%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.4% | -0.6% |
| 7D | -1.8% | +0.4% | -2.2% | -1.9% |
| 30D | -1.9% | +0.6% | -2.4% | -2.0% |
| 3M | +14.4% | -7.1% | +21.5% | +15.9% |
| 6M | +8.7% | +0.8% | +7.9% | +8.1% |
| YTD | +7.8% | +1.0% | +6.8% | +6.7% |
| 1Y | -1.5% | +4.3% | -5.8% | -3.4% |
| 3Y | -9.9% | +9.9% | -19.8% | -14.1% |
| 5Y | -10.7% | -6.8% | -4.0% | -13.4% |
| 10Y | -55.7% | +614.7% | -670.4% | -79.9% |
| All | -43.1% | +959.0% | -1,002.2% | -79.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling