-39.0%
KHC vs PDD
+203.8%
-242.8%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.0% | +2.3% | -0.7% |
| 7D | -2.0% | -1.4% | -0.6% | -2.0% |
| 30D | +9.7% | -1.0% | +10.7% | +9.7% |
| 3M | -2.0% | -12.3% | +10.3% | -1.8% |
| 6M | +5.4% | -18.5% | +23.9% | +5.8% |
| YTD | +5.9% | -29.0% | +34.9% | +6.5% |
| 1Y | +7.5% | -40.7% | +48.2% | +8.4% |
| 3Y | -12.4% | -25.7% | +13.3% | -12.5% |
| 5Y | -15.8% | -3.3% | -12.6% | -16.7% |
| All | -39.0% | +203.8% | -242.8% | -45.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PDD.
Daily Out/Under-Performance
Portfolio return minus PDD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PDD 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 PDD 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