-54.3%
KHC vs PBF
+351.3%
-405.6%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.3% | -0.8% | -1.1% |
| 7D | -4.8% | +1.4% | -6.1% | -4.9% |
| 30D | +0.3% | +15.8% | -15.6% | -1.0% |
| 3M | +6.7% | +90.3% | -83.6% | +0.8% |
| 6M | +4.2% | +102.8% | -98.7% | -2.7% |
| YTD | +6.7% | +187.3% | -180.6% | -3.6% |
| 1Y | -1.4% | +161.8% | -163.3% | -10.8% |
| 3Y | -11.8% | +55.5% | -67.2% | -18.1% |
| 5Y | -13.4% | +801.9% | -815.3% | -36.8% |
| 10Y | -54.3% | +362.2% | -416.5% | -68.3% |
| All | -54.3% | +351.3% | -405.6% | -68.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PBF.
Daily Out/Under-Performance
Portfolio return minus PBF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBF 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 10y: compounded portfolio wealth divided by compounded PBF 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…
10y analysis · Full analysis span regression · 6 months rolling