-24.2%
KHC vs PCOR
-10.0%
-14.2%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.5% |
| 7D | +5.9% | +23.7% | -17.7% | +5.6% |
| 30D | +14.9% | +39.0% | -24.1% | +14.4% |
| 3M | 0.0% | +35.8% | -35.8% | -0.4% |
| 6M | +16.2% | +38.2% | -22.0% | +15.5% |
| YTD | +9.8% | +3.9% | +5.9% | +9.2% |
| 1Y | +12.1% | +5.7% | +6.4% | +11.4% |
| 3Y | -10.1% | +44.8% | -54.8% | -10.4% |
| 5Y | -13.9% | -19.8% | +5.9% | -15.2% |
| All | -24.2% | -10.0% | -14.2% | -25.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling