-37.9%
KHC vs PDD
+210.2%
-248.1%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.7% | -1.4% | -0.7% |
| 7D | -1.8% | -4.1% | +2.3% | -1.7% |
| 30D | -1.9% | -9.6% | +7.7% | -1.7% |
| 3M | +14.4% | -4.3% | +18.7% | +14.5% |
| 6M | +8.7% | -18.8% | +27.5% | +9.1% |
| YTD | +7.8% | -27.5% | +35.3% | +8.3% |
| 1Y | -1.5% | -33.6% | +32.1% | -0.9% |
| 3Y | -9.9% | -20.4% | +10.5% | -10.1% |
| 5Y | -10.7% | -19.6% | +8.9% | -11.0% |
| All | -37.9% | +210.2% | -248.1% | -44.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling