-10.3%
KHC vs PENG
+115.2%
-125.5%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +6.4% | -7.1% | -0.5% |
| 7D | -1.8% | +4.5% | -6.3% | -1.7% |
| 30D | -1.9% | -7.1% | +5.2% | -2.0% |
| 3M | +14.4% | -27.3% | +41.7% | +14.3% |
| 6M | +8.7% | +169.6% | -160.9% | +8.6% |
| YTD | +7.8% | +164.6% | -156.8% | +7.6% |
| 1Y | -1.5% | +109.5% | -111.0% | -1.6% |
| 3Y | -9.9% | +98.9% | -108.8% | -10.0% |
| All | -10.3% | +115.2% | -125.5% | -12.0% |
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