+110.3%
MO vs KHC
-54.5%
+164.8%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.9% | +2.2% | +1.6% |
| 7D | -1.0% | -2.5% | +1.5% | -0.2% |
| 30D | +5.8% | +0.5% | +5.3% | +5.5% |
| 3M | -4.5% | +3.0% | -7.6% | -5.5% |
| 6M | +5.7% | +6.6% | -0.9% | +3.3% |
| YTD | +23.1% | +5.8% | +17.3% | +20.3% |
| 1Y | +10.9% | -2.2% | +13.1% | +10.9% |
| 3Y | +96.1% | -12.5% | +108.7% | +100.4% |
| 5Y | +100.1% | -13.6% | +113.7% | +103.5% |
| All | +110.3% | -54.5% | +164.8% | +133.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling