-10.7%
KHC vs MSFU
+21.3%
-32.1%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.4% | +2.2% | +2.6% |
| 7D | +2.0% | -2.8% | +4.8% | +2.0% |
| 30D | +10.6% | -5.3% | +15.9% | +10.5% |
| 3M | +0.5% | +7.2% | -6.7% | +0.8% |
| 6M | +12.1% | +51.0% | -38.9% | +13.6% |
| YTD | +8.9% | -1.2% | +10.1% | +9.2% |
| 1Y | +7.5% | -10.3% | +17.8% | +7.4% |
| 3Y | -10.7% | +22.2% | -32.9% | -10.9% |
| All | -10.7% | +21.3% | -32.1% | -10.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MSFU.
Daily Out/Under-Performance
Portfolio return minus MSFU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSFU 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 3y: compounded portfolio wealth divided by compounded MSFU 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…
3y analysis · Full analysis span regression · 6 months rolling