-14.8%
KHC vs MSI
+118.7%
-133.6%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.5% | -2.3% | -2.7% |
| 7D | +1.1% | +4.7% | -3.6% | +0.4% |
| 30D | +12.0% | +14.8% | -2.8% | +9.6% |
| 3M | +0.2% | +8.8% | -8.6% | -1.2% |
| 6M | +10.3% | +19.3% | -9.0% | +7.1% |
| YTD | +6.7% | +35.3% | -28.6% | +1.1% |
| 1Y | +10.9% | +33.8% | -22.9% | +5.2% |
| 3Y | -12.6% | +74.4% | -87.1% | -22.2% |
| All | -14.8% | +118.7% | -133.6% | -27.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling