-58.4%
KHC vs PENG
+597.2%
-655.6%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +12.4% | -15.2% | -3.1% |
| 7D | +1.1% | -19.4% | +20.6% | +1.5% |
| 30D | +12.0% | -42.4% | +54.4% | +13.4% |
| 3M | +0.2% | -25.6% | +25.8% | +0.4% |
| 6M | +10.3% | +7.3% | +3.1% | +7.4% |
| YTD | +6.7% | +113.9% | -107.1% | 0.0% |
| 1Y | +10.9% | +93.6% | -82.7% | +4.2% |
| 3Y | -12.6% | +170.2% | -182.9% | -21.2% |
| 5Y | -16.3% | +44.2% | -60.5% | -23.3% |
| All | -58.4% | +597.2% | -655.6% | -66.6% |
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