-43.7%
KHC vs PFG
+231.8%
-275.5%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.7% | -1.1% | -2.3% |
| 7D | +1.1% | -0.6% | +1.8% | +1.3% |
| 30D | +12.0% | +2.0% | +10.0% | +11.3% |
| 3M | +0.2% | -3.2% | +3.3% | +0.9% |
| 6M | +10.3% | +10.9% | -0.6% | +6.8% |
| YTD | +6.7% | +28.8% | -22.1% | -1.3% |
| 1Y | +10.9% | +39.2% | -28.3% | +0.1% |
| 3Y | -12.6% | +75.0% | -87.7% | -27.3% |
| 5Y | -16.3% | +91.9% | -108.2% | -34.2% |
| 10Y | -53.2% | +202.3% | -255.5% | -72.0% |
| All | -43.7% | +231.8% | -275.5% | -66.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling