-58.7%
KHC vs PENG
+661.7%
-720.4%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +9.3% | -10.0% | -1.0% |
| 7D | -2.0% | -3.8% | +1.7% | -2.1% |
| 30D | +9.7% | -40.1% | +49.7% | +11.0% |
| 3M | -2.0% | -21.8% | +19.8% | -1.9% |
| 6M | +5.4% | +3.3% | +2.1% | +3.0% |
| YTD | +5.9% | +133.6% | -127.7% | -1.0% |
| 1Y | +7.5% | +110.7% | -103.2% | +0.8% |
| 3Y | -12.4% | +204.3% | -216.7% | -21.3% |
| 5Y | -15.8% | +54.4% | -70.2% | -22.9% |
| All | -58.7% | +661.7% | -720.4% | -67.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PENG.
Daily Out/Under-Performance
Portfolio return minus PENG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PENG 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 PENG 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