-59.0%
KHC vs PENG
+720.8%
-779.8%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +10.3% | -10.2% | -0.1% |
| 7D | -4.6% | +1.9% | -6.5% | -4.7% |
| 30D | +8.1% | -37.8% | +45.9% | +9.3% |
| 3M | 0.0% | -14.1% | +14.1% | -0.1% |
| 6M | +7.9% | +13.1% | -5.2% | +5.2% |
| YTD | +5.3% | +151.8% | -146.5% | -1.8% |
| 1Y | +5.1% | +136.0% | -130.9% | -1.7% |
| 3Y | -12.8% | +217.9% | -230.7% | -21.7% |
| 5Y | -16.2% | +64.1% | -80.3% | -23.3% |
| All | -59.0% | +720.8% | -779.8% | -67.2% |
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