-43.7%
KHC vs PBF
+211.9%
-255.6%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.6% | -1.2% | -2.7% |
| 7D | +1.1% | -13.8% | +14.9% | +2.2% |
| 30D | +12.0% | -19.6% | +31.6% | +13.7% |
| 3M | +0.2% | +10.3% | -10.1% | -1.1% |
| 6M | +10.3% | +63.4% | -53.1% | +4.9% |
| YTD | +6.7% | +152.6% | -145.9% | -3.2% |
| 1Y | +10.9% | +87.4% | -76.5% | +3.0% |
| 3Y | -12.6% | +63.3% | -75.9% | -19.8% |
| 5Y | -16.3% | +412.5% | -428.8% | -35.0% |
| 10Y | -53.2% | +282.5% | -335.7% | -68.2% |
| All | -43.7% | +211.9% | -255.6% | -61.5% |
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