-43.7%
KHC vs P
+469.1%
-512.8%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +3.5% | -6.3% | -2.9% |
| 7D | +1.1% | -23.8% | +24.9% | +1.7% |
| 30D | +12.0% | -36.6% | +48.6% | +13.1% |
| 3M | +0.2% | +10.9% | -10.7% | -0.7% |
| 6M | +10.3% | +30.0% | -19.6% | +8.3% |
| YTD | +6.7% | +44.4% | -37.6% | +4.0% |
| 1Y | +10.9% | +3.9% | +6.9% | +9.4% |
| 3Y | -12.6% | +176.6% | -189.2% | -21.1% |
| 5Y | -16.3% | +249.3% | -265.6% | -27.3% |
| 10Y | -53.2% | +726.9% | -780.2% | -63.5% |
| All | -43.7% | +469.1% | -512.8% | -56.3% |
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