-13.5%
KHC vs PFG
+110.7%
-124.2%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.4% | +1.6% | +0.5% |
| 7D | -2.2% | +6.0% | -8.2% | -3.4% |
| 30D | -0.1% | +2.2% | -2.3% | -0.6% |
| 3M | +8.3% | +10.4% | -2.0% | +6.2% |
| 6M | +5.0% | +27.8% | -22.8% | 0.0% |
| YTD | +8.0% | +33.6% | -25.7% | +1.8% |
| 1Y | -1.1% | +49.3% | -50.4% | -8.9% |
| 3Y | -10.7% | +69.7% | -80.5% | -20.6% |
| 5Y | -13.5% | +111.3% | -124.9% | -27.5% |
| All | -13.5% | +110.7% | -124.2% | -27.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling