+161.8%
MS vs KHC
-10.2%
+172.1%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -0.5% | -5.5% | -5.9% |
| 7D | -3.4% | +5.9% | -9.3% | -3.6% |
| 30D | -3.9% | +14.9% | -18.8% | -4.5% |
| 3M | -15.9% | 0.0% | -15.9% | -15.9% |
| 6M | -2.5% | +16.2% | -18.7% | -3.8% |
| YTD | +5.1% | +9.8% | -4.7% | +4.3% |
| 1Y | +13.0% | +12.1% | +0.9% | +11.7% |
| All | +161.8% | -10.2% | +172.1% | +155.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling