-54.1%
KHC vs P
+748.5%
-802.6%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +6.3% | -7.1% | -0.9% |
| 7D | -2.0% | -9.6% | +7.6% | -1.9% |
| 30D | +9.7% | -33.4% | +43.1% | +10.6% |
| 3M | -2.0% | +14.2% | -16.2% | -2.9% |
| 6M | +5.4% | +31.6% | -26.2% | +3.6% |
| YTD | +5.9% | +53.5% | -47.6% | +3.0% |
| 1Y | +7.5% | +14.2% | -6.7% | +5.7% |
| 3Y | -12.4% | +190.5% | -202.9% | -21.5% |
| 5Y | -15.8% | +256.3% | -272.2% | -27.5% |
| 10Y | -54.1% | +707.9% | -761.9% | -65.1% |
| All | -54.1% | +748.5% | -802.6% | -65.1% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 P 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