-14.8%
KHC vs PENG
+42.1%
-57.0%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +12.4% | -15.2% | -2.4% |
| 7D | +1.1% | -19.4% | +20.6% | +0.7% |
| 30D | +12.0% | -42.4% | +54.4% | +10.7% |
| 3M | +0.2% | -25.6% | +25.8% | -0.3% |
| 6M | +10.3% | +7.3% | +3.1% | +9.7% |
| YTD | +6.7% | +113.9% | -107.1% | +6.1% |
| 1Y | +10.9% | +93.6% | -82.7% | +10.2% |
| 3Y | -12.6% | +170.2% | -182.9% | -13.2% |
| All | -14.8% | +42.1% | -57.0% | -14.9% |
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 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