-10.3%
KHC vs PDD
-22.7%
+12.4%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.7% | -1.4% | -0.7% |
| 7D | -1.8% | -4.1% | +2.3% | -1.8% |
| 30D | -1.9% | -9.6% | +7.7% | -1.8% |
| 3M | +14.4% | -4.3% | +18.7% | +14.4% |
| 6M | +8.7% | -18.8% | +27.5% | +8.7% |
| YTD | +7.8% | -27.5% | +35.3% | +7.8% |
| 1Y | -1.5% | -33.6% | +32.1% | -1.5% |
| 3Y | -9.9% | -20.4% | +10.5% | -9.8% |
| All | -10.3% | -22.7% | +12.4% | -6.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling