+5.1%
KHC vs MSI
+37.5%
-32.4%
-19.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.5% | -1.4% | +0.1% |
| 7D | -4.6% | +7.7% | -12.3% | -4.8% |
| 30D | +8.1% | +19.9% | -11.8% | +7.6% |
| 3M | 0.0% | +14.9% | -14.9% | -0.5% |
| 6M | +7.9% | +37.2% | -29.3% | +7.9% |
| YTD | +5.3% | +40.8% | -35.5% | +7.4% |
| 1Y | +5.1% | +38.1% | -33.0% | +5.9% |
| All | +5.1% | +37.5% | -32.4% | +5.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling