-43.1%
KHC vs P
+485.4%
-528.5%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.4% | -2.1% | -0.7% |
| 7D | -1.8% | +6.5% | -8.3% | -2.0% |
| 30D | -1.9% | +18.8% | -20.7% | -2.5% |
| 3M | +14.4% | +26.7% | -12.4% | +13.2% |
| 6M | +8.7% | +62.2% | -53.5% | +6.1% |
| YTD | +7.8% | +48.5% | -40.7% | +5.4% |
| 1Y | -1.5% | +26.4% | -27.9% | -3.4% |
| 3Y | -9.9% | +159.4% | -169.3% | -17.7% |
| 5Y | -10.7% | +275.8% | -286.5% | -22.6% |
| 10Y | -55.7% | +732.0% | -787.7% | -65.3% |
| All | -43.1% | +485.4% | -528.5% | -55.7% |
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 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