-54.1%
KHC vs MSI
+689.5%
-743.6%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.6% | -3.4% | -1.5% |
| 7D | -2.0% | +8.3% | -10.4% | -4.1% |
| 30D | +9.7% | +18.9% | -9.2% | +4.8% |
| 3M | -2.0% | +13.2% | -15.2% | -5.3% |
| 6M | +5.4% | +38.3% | -32.8% | -3.6% |
| YTD | +5.9% | +38.9% | -33.0% | -4.1% |
| 1Y | +7.5% | +36.7% | -29.2% | -2.3% |
| 3Y | -12.4% | +76.6% | -89.0% | -27.4% |
| 5Y | -15.8% | +124.5% | -140.3% | -36.4% |
| 10Y | -54.1% | +674.5% | -728.6% | -75.6% |
| All | -54.1% | +689.5% | -743.6% | -75.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MSI.
Daily Out/Under-Performance
Portfolio return minus MSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSI 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 10y: compounded portfolio wealth divided by compounded MSI 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…
10y analysis · Full analysis span regression · 6 months rolling