-15.8%
KHC vs PENG
+56.2%
-72.1%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +9.3% | -10.0% | -0.5% |
| 7D | -2.0% | -3.8% | +1.7% | -2.0% |
| 30D | +9.7% | -40.1% | +49.7% | +8.7% |
| 3M | -2.0% | -21.8% | +19.8% | -2.3% |
| 6M | +5.4% | +3.3% | +2.1% | +5.2% |
| YTD | +5.9% | +133.6% | -127.7% | +5.6% |
| 1Y | +7.5% | +110.7% | -103.2% | +7.2% |
| 3Y | -12.4% | +204.3% | -216.7% | -12.8% |
| 5Y | -15.8% | +54.4% | -70.2% | -15.4% |
| All | -15.8% | +56.2% | -72.1% | -15.4% |
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