-13.5%
KHC vs PBF
+735.5%
-749.0%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.3% | -3.1% | +0.2% |
| 7D | -2.2% | +2.4% | -4.6% | -2.2% |
| 30D | -0.1% | +24.9% | -25.0% | -0.4% |
| 3M | +8.3% | +81.9% | -73.5% | +7.2% |
| 6M | +5.0% | +79.4% | -74.4% | +3.8% |
| YTD | +8.0% | +188.3% | -180.3% | +5.7% |
| 1Y | -1.1% | +177.3% | -178.4% | -3.3% |
| 3Y | -10.7% | +56.0% | -66.7% | -12.9% |
| 5Y | -13.5% | +804.0% | -817.5% | -19.8% |
| All | -13.5% | +735.5% | -749.0% | -19.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling