-44.5%
KHC vs PBF
+205.6%
-250.1%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -5.2% | +4.5% | -0.3% |
| 7D | -1.1% | -15.3% | +14.2% | +0.1% |
| 30D | +8.8% | -21.8% | +30.6% | +10.8% |
| 3M | -1.2% | -0.2% | -1.0% | -1.6% |
| 6M | +4.6% | +63.6% | -59.0% | -0.5% |
| YTD | +5.1% | +147.5% | -142.4% | -4.5% |
| 1Y | +6.2% | +69.8% | -63.6% | -0.4% |
| 3Y | -12.9% | +65.3% | -78.2% | -20.2% |
| 5Y | -16.8% | +393.4% | -410.2% | -35.1% |
| 10Y | -52.4% | +240.3% | -292.7% | -67.4% |
| All | -44.5% | +205.6% | -250.1% | -62.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling