+542.9%
MS vs KHC
-40.5%
+583.4%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -0.5% | -5.5% | -5.8% |
| 7D | -3.4% | +5.9% | -9.3% | -5.3% |
| 30D | -3.9% | +14.9% | -18.8% | -8.7% |
| 3M | -15.9% | 0.0% | -15.9% | -16.3% |
| 6M | -2.5% | +16.2% | -18.7% | -8.9% |
| YTD | +5.1% | +9.8% | -4.7% | -0.5% |
| 1Y | +13.0% | +12.1% | +0.9% | +6.0% |
| 3Y | +160.7% | -10.1% | +170.7% | +160.6% |
| 5Y | +114.0% | -13.9% | +127.9% | +112.6% |
| 10Y | +637.5% | -51.9% | +689.3% | +645.4% |
| All | +542.9% | -40.5% | +583.4% | +466.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling