-13.9%
KHC vs PENG
+31.0%
-44.9%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -23.0% | +22.5% | -1.2% |
| 7D | +5.9% | -36.7% | +42.6% | +4.7% |
| 30D | +14.9% | -42.0% | +57.0% | +13.5% |
| 3M | 0.0% | -33.2% | +33.2% | -0.9% |
| 6M | +16.2% | +2.1% | +14.1% | +15.1% |
| YTD | +9.8% | +90.3% | -80.5% | +8.8% |
| 1Y | +12.1% | +67.7% | -55.6% | +11.0% |
| 3Y | -10.1% | +154.2% | -164.3% | -11.0% |
| 5Y | -13.9% | +28.3% | -42.2% | -14.3% |
| All | -13.9% | +31.0% | -44.9% | -14.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling