-56.0%
KHC vs PAYC
+352.8%
-408.8%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.2% | -1.1% | -0.9% |
| 7D | -2.5% | -10.2% | +7.7% | -1.4% |
| 30D | +0.5% | +2.0% | -1.4% | +0.3% |
| 3M | +3.0% | +58.3% | -55.2% | -2.4% |
| 6M | +6.6% | +64.5% | -57.9% | +0.3% |
| YTD | +5.8% | +36.5% | -30.7% | +1.3% |
| 1Y | -2.2% | -1.3% | -0.9% | -3.1% |
| 3Y | -12.5% | -22.1% | +9.6% | -12.9% |
| 5Y | -13.6% | -53.3% | +39.7% | -10.0% |
| All | -56.0% | +352.8% | -408.8% | -70.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PAYC.
Daily Out/Under-Performance
Portfolio return minus PAYC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PAYC 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded PAYC 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling