-49.9%
KHC vs MSI
+664.3%
-714.3%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.2% | +2.4% | +2.5% |
| 7D | +2.0% | +3.2% | -1.2% | +1.2% |
| 30D | +10.6% | +17.6% | -7.0% | +6.0% |
| 3M | +0.5% | +14.5% | -14.0% | -3.1% |
| 6M | +12.1% | +34.3% | -22.2% | +3.3% |
| YTD | +8.9% | +39.7% | -30.8% | -1.5% |
| 1Y | +7.5% | +40.2% | -32.7% | -3.0% |
| 3Y | -10.7% | +77.1% | -87.9% | -26.1% |
| 5Y | -13.2% | +124.0% | -137.2% | -34.3% |
| All | -49.9% | +664.3% | -714.3% | -73.2% |
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