-14.8%
KHC vs PFG
+91.4%
-106.3%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.7% | -1.1% | -2.5% |
| 7D | +1.1% | -0.6% | +1.8% | +1.2% |
| 30D | +12.0% | +2.0% | +10.0% | +11.6% |
| 3M | +0.2% | -3.2% | +3.3% | +0.7% |
| 6M | +10.3% | +10.9% | -0.6% | +8.0% |
| YTD | +6.7% | +28.8% | -22.1% | +1.3% |
| 1Y | +10.9% | +39.2% | -28.3% | +3.6% |
| 3Y | -12.6% | +75.0% | -87.7% | -22.5% |
| All | -14.8% | +91.4% | -106.3% | -27.4% |
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