-42.1%
KHC vs PCAR
+269.1%
-311.2%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.6% | +1.1% | 0.0% |
| 7D | +5.9% | +2.2% | +3.8% | +5.2% |
| 30D | +14.9% | -4.4% | +19.3% | +16.6% |
| 3M | 0.0% | -21.4% | +21.4% | +7.8% |
| 6M | +16.2% | -7.3% | +23.5% | +18.3% |
| YTD | +9.8% | -3.8% | +13.6% | +9.7% |
| 1Y | +12.1% | +6.3% | +5.8% | +8.0% |
| 3Y | -10.1% | +34.4% | -44.4% | -22.3% |
| 5Y | -13.9% | +109.2% | -123.1% | -38.6% |
| 10Y | -51.9% | +312.9% | -364.8% | -74.2% |
| All | -42.1% | +269.1% | -311.2% | -67.9% |
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