+183.7%
MO vs KHC
-41.6%
+225.2%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.2% | -0.7% |
| 7D | +0.3% | -1.8% | +2.1% | +0.9% |
| 30D | +0.6% | -1.9% | +2.5% | +1.2% |
| 3M | -1.0% | +14.4% | -15.4% | -5.2% |
| 6M | +4.3% | +8.7% | -4.4% | +1.2% |
| YTD | +23.3% | +7.8% | +15.5% | +19.7% |
| 1Y | +10.5% | -1.5% | +12.0% | +10.2% |
| 3Y | +96.3% | -9.9% | +106.1% | +98.6% |
| 5Y | +98.9% | -10.7% | +109.6% | +100.0% |
| 10Y | +103.6% | -55.7% | +159.3% | +138.5% |
| All | +183.7% | -41.6% | +225.2% | +194.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling