-43.1%
KHC vs PCAR
+340.5%
-383.6%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.2% | -0.8% | -0.7% |
| 7D | -1.8% | -0.5% | -1.3% | -1.6% |
| 30D | -1.9% | -6.2% | +4.4% | +0.1% |
| 3M | +14.4% | +5.9% | +8.5% | +11.9% |
| 6M | +8.7% | +0.4% | +8.3% | +7.7% |
| YTD | +7.8% | +14.8% | -7.0% | +1.8% |
| 1Y | -1.5% | +30.1% | -31.6% | -11.2% |
| 3Y | -9.9% | +66.7% | -76.5% | -27.5% |
| 5Y | -10.7% | +166.1% | -176.9% | -41.5% |
| 10Y | -55.7% | +353.7% | -409.4% | -77.0% |
| All | -43.1% | +340.5% | -383.6% | -70.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling