+154.7%
MO vs KHC
-15.5%
+170.3%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.9% | -0.2% | +0.4% |
| 7D | +0.4% | -3.3% | +3.8% | +1.5% |
| 30D | +8.9% | +9.1% | -0.3% | +6.0% |
| 3M | +23.0% | +1.4% | +21.6% | +22.2% |
| 6M | +15.0% | +8.4% | +6.6% | +12.3% |
| YTD | +41.7% | +6.2% | +35.5% | +38.6% |
| 1Y | +43.3% | +5.7% | +37.6% | +40.3% |
| 3Y | +143.2% | -12.0% | +155.2% | +147.9% |
| 5Y | +154.7% | -15.3% | +170.0% | +160.5% |
| All | +154.7% | -15.5% | +170.3% | +160.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling