-43.1%
KHC vs PAAS
+610.7%
-653.8%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.4% | +1.7% | -0.6% |
| 7D | -1.8% | -2.9% | +1.1% | -1.7% |
| 30D | -1.9% | +6.8% | -8.7% | -2.2% |
| 3M | +14.4% | -2.9% | +17.3% | +14.3% |
| 6M | +8.7% | -16.4% | +25.2% | +9.2% |
| YTD | +7.8% | 0.0% | +7.8% | +7.3% |
| 1Y | -1.5% | +54.3% | -55.8% | -4.0% |
| 3Y | -9.9% | +230.7% | -240.5% | -16.0% |
| 5Y | -10.7% | +111.6% | -122.4% | -15.8% |
| 10Y | -55.7% | +211.7% | -267.4% | -59.7% |
| All | -43.1% | +610.7% | -653.8% | -50.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PAAS.
Daily Out/Under-Performance
Portfolio return minus PAAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PAAS 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 PAAS 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