-54.3%
KHC vs PFG
+239.8%
-294.0%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.9% | -0.3% | -0.9% |
| 7D | -4.8% | +3.2% | -8.0% | -5.8% |
| 30D | +0.3% | +0.9% | -0.7% | -0.1% |
| 3M | +6.7% | +7.7% | -1.0% | +4.3% |
| 6M | +4.2% | +29.0% | -24.8% | -3.3% |
| YTD | +6.7% | +32.5% | -25.7% | -1.8% |
| 1Y | -1.4% | +47.3% | -48.7% | -12.2% |
| 3Y | -11.8% | +68.2% | -80.0% | -25.4% |
| 5Y | -13.4% | +108.5% | -121.8% | -33.3% |
| 10Y | -54.3% | +241.4% | -295.6% | -72.7% |
| All | -54.3% | +239.8% | -294.0% | -72.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG 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 2016-09-09 to 2026-09-09: compounded portfolio wealth divided by compounded PFG 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling