-14.1%
KHC vs PBR
+459.2%
-473.3%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.3% | +1.2% | +2.5% |
| 7D | +2.0% | -1.0% | +3.1% | +2.1% |
| 30D | +10.6% | -29.3% | +39.9% | +13.2% |
| 3M | +0.5% | +5.5% | -5.0% | -0.4% |
| 6M | +12.1% | -2.9% | +14.9% | +11.7% |
| YTD | +8.9% | +61.5% | -52.6% | +3.7% |
| 1Y | +7.5% | +46.9% | -39.4% | +3.2% |
| 3Y | -10.7% | +66.4% | -77.2% | -15.6% |
| All | -14.1% | +459.2% | -473.3% | -30.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PBR.
Daily Out/Under-Performance
Portfolio return minus PBR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBR 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 PBR 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