-26.7%
KHC vs PCOR
-8.1%
-18.6%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.2% | +0.9% |
| 7D | -3.3% | +2.2% | -5.5% | -3.4% |
| 30D | +9.1% | +37.4% | -28.3% | +8.6% |
| 3M | +1.4% | +33.2% | -31.8% | +1.0% |
| 6M | +8.4% | +60.6% | -52.2% | +7.6% |
| YTD | +6.2% | +6.2% | 0.0% | +5.5% |
| 1Y | +5.7% | -1.1% | +6.8% | +5.1% |
| 3Y | -12.0% | +48.4% | -60.4% | -12.4% |
| 5Y | -15.3% | -13.1% | -2.2% | -16.7% |
| All | -26.7% | -8.1% | -18.6% | -27.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PCOR.
Daily Out/Under-Performance
Portfolio return minus PCOR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCOR 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 PCOR 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