-9.8%
KHC vs PENG
+101.4%
-111.2%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +6.4% | -7.1% | -0.5% |
| 7D | -1.8% | +4.5% | -6.3% | -1.6% |
| 30D | -1.9% | -7.1% | +5.2% | -2.0% |
| 3M | +14.4% | -27.3% | +41.7% | +14.1% |
| 6M | +8.7% | +169.6% | -160.9% | +9.3% |
| YTD | +7.8% | +164.6% | -156.8% | +8.4% |
| 1Y | -1.5% | +109.5% | -111.0% | -1.1% |
| All | -9.8% | +101.4% | -111.2% | -9.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling