-10.1%
KHC vs PENG
+153.0%
-163.1%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -23.0% | +22.5% | -1.4% |
| 7D | +5.9% | -36.7% | +42.6% | +4.2% |
| 30D | +14.9% | -42.0% | +57.0% | +12.9% |
| 3M | 0.0% | -33.2% | +33.2% | -1.2% |
| 6M | +16.2% | +2.1% | +14.1% | +14.3% |
| YTD | +9.8% | +90.3% | -80.5% | +7.7% |
| 1Y | +12.1% | +67.7% | -55.6% | +10.0% |
| All | -10.1% | +153.0% | -163.1% | -10.9% |
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