-51.2%
KHC vs PCAR
+287.3%
-338.5%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.7% | +2.5% | +1.4% |
| 7D | -3.3% | +2.1% | -5.4% | -4.0% |
| 30D | +9.1% | -1.2% | +10.3% | +9.5% |
| 3M | +1.4% | -18.6% | +20.0% | +8.1% |
| 6M | +8.4% | -5.1% | +13.4% | +9.5% |
| YTD | +6.2% | -1.8% | +7.9% | +5.2% |
| 1Y | +5.7% | +10.6% | -5.0% | +0.3% |
| 3Y | -12.0% | +34.9% | -47.0% | -24.6% |
| 5Y | -15.3% | +114.0% | -129.3% | -41.3% |
| All | -51.2% | +287.3% | -338.5% | -73.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PCAR.
Daily Out/Under-Performance
Portfolio return minus PCAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCAR 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 PCAR 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