+808.5%
MS vs KHC
-55.7%
+864.3%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.7% | +0.9% | +0.5% |
| 7D | +1.4% | -1.8% | +3.1% | +1.9% |
| 30D | -0.3% | -1.9% | +1.6% | +0.2% |
| 3M | +0.3% | +14.4% | -14.1% | -5.1% |
| 6M | +31.3% | +8.7% | +22.6% | +26.0% |
| YTD | +24.7% | +7.8% | +16.9% | +19.5% |
| 1Y | +47.9% | -1.5% | +49.4% | +46.1% |
| 3Y | +178.3% | -9.9% | +188.2% | +177.9% |
| 5Y | +144.9% | -10.7% | +155.6% | +139.5% |
| All | +808.5% | -55.7% | +864.3% | +713.0% |
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