-43.7%
KHC vs PAYX
+243.8%
-287.5%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAYX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.9% | +0.7% | -0.4% |
| 7D | -4.8% | -7.5% | +2.7% | -1.8% |
| 30D | +0.3% | -5.3% | +5.6% | +2.4% |
| 3M | +6.7% | +15.6% | -8.9% | +0.5% |
| 6M | +4.2% | +19.5% | -15.3% | -3.6% |
| YTD | +6.7% | +5.8% | +1.0% | +3.4% |
| 1Y | -1.4% | -10.9% | +9.5% | +2.5% |
| 3Y | -11.8% | +5.4% | -17.2% | -15.7% |
| 5Y | -13.4% | +20.4% | -33.7% | -24.8% |
| 10Y | -54.3% | +164.1% | -218.4% | -75.1% |
| All | -43.7% | +243.8% | -287.5% | -75.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PAYX.
Daily Out/Under-Performance
Portfolio return minus PAYX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PAYX 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 PAYX 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