-10.3%
KHC vs P
+276.6%
-287.0%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.4% | -2.1% | -0.6% |
| 7D | -1.8% | +6.5% | -8.3% | -1.4% |
| 30D | -1.9% | +18.8% | -20.7% | -0.9% |
| 3M | +14.4% | +26.7% | -12.4% | +16.2% |
| 6M | +8.7% | +62.2% | -53.5% | +11.5% |
| YTD | +7.8% | +48.5% | -40.7% | +10.4% |
| 1Y | -1.5% | +26.4% | -27.9% | +0.6% |
| 3Y | -9.9% | +159.4% | -169.3% | -6.4% |
| All | -10.3% | +276.6% | -287.0% | -5.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling