-55.5%
KHC vs MSI
+598.5%
-654.0%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.2% | -0.4% |
| 7D | -1.8% | -3.7% | +1.9% | -0.8% |
| 30D | -1.9% | +6.8% | -8.7% | -3.8% |
| 3M | +14.4% | +14.3% | +0.1% | +10.2% |
| 6M | +8.7% | -1.6% | +10.3% | +8.6% |
| YTD | +7.8% | +22.8% | -15.0% | +1.0% |
| 1Y | -1.5% | -1.1% | -0.4% | -2.1% |
| 3Y | -9.9% | +70.5% | -80.3% | -24.9% |
| 5Y | -10.7% | +102.8% | -113.5% | -30.6% |
| All | -55.5% | +598.5% | -654.0% | -73.1% |
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