-43.7%
KHC vs PGR
+958.1%
-1,001.9%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.7% | +0.2% | +0.6% |
| 7D | -1.0% | -0.6% | -0.4% | -0.8% |
| 30D | +1.9% | +4.9% | -3.1% | +0.2% |
| 3M | +3.2% | +7.6% | -4.4% | +0.2% |
| 6M | +10.0% | +8.3% | +1.7% | +6.3% |
| YTD | +6.7% | +1.7% | +5.0% | +5.1% |
| 1Y | -0.9% | -6.8% | +6.0% | +0.5% |
| 3Y | -13.6% | +73.4% | -87.0% | -31.4% |
| 5Y | -12.8% | +161.2% | -174.1% | -44.4% |
| 10Y | -54.3% | +819.5% | -873.8% | -85.4% |
| All | -43.7% | +958.1% | -1,001.9% | -83.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PGR.
Daily Out/Under-Performance
Portfolio return minus PGR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PGR 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 PGR 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