-44.5%
KHC vs PAYC
+646.5%
-691.0%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.0% | -1.9% | -0.1% |
| 7D | -4.6% | -9.5% | +4.9% | -3.6% |
| 30D | +8.1% | +3.3% | +4.9% | +7.7% |
| 3M | 0.0% | +14.5% | -14.5% | -1.5% |
| 6M | +7.9% | +76.0% | -68.1% | +0.8% |
| YTD | +5.3% | +53.4% | -48.1% | -0.6% |
| 1Y | +5.1% | +43.8% | -38.7% | 0.0% |
| 3Y | -12.8% | +45.3% | -58.1% | -18.1% |
| 5Y | -16.2% | -48.9% | +32.7% | -13.5% |
| 10Y | -52.3% | +500.5% | -552.8% | -67.9% |
| All | -44.5% | +646.5% | -691.0% | -63.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling