-26.9%
KHC vs PCOR
-9.0%
-17.9%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.5% | -2.3% | -0.8% |
| 7D | -2.0% | +22.2% | -24.2% | -2.4% |
| 30D | +9.7% | +36.0% | -26.4% | +9.2% |
| 3M | -2.0% | +34.0% | -36.0% | -2.4% |
| 6M | +5.4% | +43.5% | -38.1% | +4.7% |
| YTD | +5.9% | +5.1% | +0.8% | +5.3% |
| 1Y | +7.5% | -3.9% | +11.4% | +6.9% |
| 3Y | -12.4% | +52.9% | -65.3% | -12.7% |
| 5Y | -15.8% | -18.7% | +2.8% | -17.2% |
| All | -26.9% | -9.0% | -17.9% | -27.8% |
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