-42.1%
KHC vs P
+449.6%
-491.7%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -16.4% | +15.9% | -0.1% |
| 7D | +5.9% | -31.9% | +37.8% | +6.8% |
| 30D | +14.9% | -36.5% | +51.5% | +16.0% |
| 3M | 0.0% | +11.6% | -11.6% | -1.0% |
| 6M | +16.2% | +25.2% | -9.0% | +14.2% |
| YTD | +9.8% | +39.4% | -29.6% | +7.1% |
| 1Y | +12.1% | -3.7% | +15.7% | +10.9% |
| 3Y | -10.1% | +167.3% | -177.3% | -18.7% |
| 5Y | -13.9% | +237.3% | -251.2% | -25.1% |
| 10Y | -51.9% | +698.6% | -750.5% | -62.4% |
| All | -42.1% | +449.6% | -491.7% | -55.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling