+553.7%
MS vs KHC
-54.5%
+608.1%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +1.0% | +0.5% |
| 7D | +0.8% | -1.1% | +1.9% | +1.2% |
| 30D | -0.7% | +8.8% | -9.5% | -3.7% |
| 3M | -12.4% | -1.2% | -11.2% | -12.4% |
| 6M | -1.7% | +4.6% | -6.4% | -4.5% |
| YTD | +8.0% | +5.1% | +2.9% | +4.1% |
| 1Y | +16.2% | +6.2% | +10.0% | +11.4% |
| 3Y | +171.3% | -12.9% | +184.2% | +174.0% |
| 5Y | +124.8% | -16.8% | +141.5% | +125.8% |
| 10Y | +553.7% | -52.4% | +606.1% | +510.8% |
| All | +553.7% | -54.5% | +608.1% | +510.8% |
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 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