-43.1%
KHC vs PFG
+249.1%
-292.2%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.5% | +0.9% | -0.2% |
| 7D | -1.8% | +5.5% | -7.3% | -3.4% |
| 30D | -1.9% | +2.4% | -4.2% | -2.7% |
| 3M | +14.4% | +13.6% | +0.8% | +10.1% |
| 6M | +8.7% | +27.9% | -19.2% | +1.0% |
| YTD | +7.8% | +35.6% | -27.8% | -1.8% |
| 1Y | -1.5% | +48.5% | -50.0% | -12.8% |
| 3Y | -9.9% | +66.9% | -76.7% | -24.0% |
| 5Y | -10.7% | +111.0% | -121.7% | -31.9% |
| 10Y | -55.7% | +244.5% | -300.2% | -74.6% |
| All | -43.1% | +249.1% | -292.2% | -66.5% |
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 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