+607.1%
MS vs KHC
-53.9%
+661.0%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.8% | +2.3% | +0.4% |
| 7D | -1.6% | +1.1% | -2.7% | -1.9% |
| 30D | -3.8% | +12.0% | -15.7% | -7.5% |
| 3M | -14.6% | +0.2% | -14.8% | -15.0% |
| 6M | -5.1% | +10.3% | -15.4% | -9.4% |
| YTD | +4.5% | +6.7% | -2.2% | +0.3% |
| 1Y | +13.5% | +10.9% | +2.7% | +7.3% |
| 3Y | +160.4% | -12.6% | +173.0% | +163.1% |
| 5Y | +112.9% | -16.3% | +129.1% | +113.8% |
| All | +607.1% | -53.9% | +661.0% | +511.3% |
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