+155.7%
MO vs KHC
-50.5%
+206.2%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.6% | -1.6% | +0.1% |
| 7D | +3.3% | +2.0% | +1.3% | +2.7% |
| 30D | +7.5% | +10.6% | -3.1% | +4.1% |
| 3M | +22.8% | +0.5% | +22.2% | +22.3% |
| 6M | +13.4% | +12.1% | +1.3% | +9.2% |
| YTD | +43.0% | +8.9% | +34.1% | +38.4% |
| 1Y | +45.2% | +7.5% | +37.7% | +41.1% |
| 3Y | +145.5% | -10.7% | +156.3% | +149.2% |
| 5Y | +157.1% | -13.2% | +170.2% | +160.7% |
| All | +155.7% | -50.5% | +206.2% | +157.1% |
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