-54.3%
KHC vs PH
+795.7%
-849.9%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.7% | -0.5% | -1.0% |
| 7D | -4.8% | 0.0% | -4.8% | -4.8% |
| 30D | +0.3% | -10.3% | +10.6% | +2.6% |
| 3M | +6.7% | +5.1% | +1.7% | +5.0% |
| 6M | +4.2% | +2.3% | +1.9% | +2.8% |
| YTD | +6.7% | +8.7% | -1.9% | +3.6% |
| 1Y | -1.4% | +26.8% | -28.2% | -8.1% |
| 3Y | -11.8% | +139.2% | -150.9% | -32.0% |
| 5Y | -13.4% | +251.1% | -264.5% | -41.7% |
| 10Y | -54.3% | +812.6% | -866.8% | -76.6% |
| All | -54.3% | +795.7% | -849.9% | -76.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PH.
Daily Out/Under-Performance
Portfolio return minus PH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PH 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 10y: compounded portfolio wealth divided by compounded PH 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…
10y analysis · Full analysis span regression · 6 months rolling