+45.3%
MO vs KHC
+11.6%
+33.7%
-14.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +3.8% | -2.4% | +0.1% |
| 7D | +6.9% | +6.6% | +0.3% | +4.6% |
| 30D | +14.9% | +16.5% | -1.6% | +9.2% |
| 3M | +16.4% | -3.0% | +19.4% | +17.1% |
| 6M | +9.6% | +17.4% | -7.8% | +5.2% |
| YTD | +41.8% | +10.3% | +31.5% | +36.8% |
| 1Y | +45.3% | +12.5% | +32.9% | +38.8% |
| All | +45.3% | +11.6% | +33.7% | +38.8% |
Cumulative growth
Daily Returns
Daily percentage return beside KHC.
Daily Out/Under-Performance
Portfolio return minus KHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KHC 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 KHC 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