-15.8%
KHC vs PCAR
+114.5%
-130.4%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +3.7% | -4.4% | -1.5% |
| 7D | -2.0% | +2.9% | -5.0% | -2.6% |
| 30D | +9.7% | -2.1% | +11.8% | +10.1% |
| 3M | -2.0% | -20.4% | +18.3% | +2.4% |
| 6M | +5.4% | -7.0% | +12.4% | +6.6% |
| YTD | +5.9% | -2.6% | +8.6% | +5.5% |
| 1Y | +7.5% | +9.8% | -2.3% | +3.9% |
| 3Y | -12.4% | +37.3% | -49.7% | -21.2% |
| 5Y | -15.8% | +116.4% | -132.3% | -35.4% |
| All | -15.8% | +114.5% | -130.4% | -35.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling