+542.0%
MS vs KHC
-50.5%
+592.5%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.6% | -1.8% | -0.1% |
| 7D | +5.1% | +2.0% | +3.0% | +4.4% |
| 30D | +5.7% | +10.6% | -4.9% | +2.0% |
| 3M | -12.2% | +0.5% | -12.7% | -12.7% |
| 6M | -0.5% | +12.1% | -12.5% | -5.6% |
| YTD | +9.8% | +8.9% | +0.9% | +4.6% |
| 1Y | +17.7% | +7.5% | +10.2% | +12.6% |
| 3Y | +176.8% | -10.7% | +187.6% | +177.6% |
| 5Y | +123.7% | -13.2% | +136.9% | +121.4% |
| All | +542.0% | -50.5% | +592.5% | +497.1% |
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