-43.1%
KHC vs PH
+898.0%
-941.1%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.5% | -0.6% |
| 7D | -1.8% | -3.1% | +1.3% | -1.1% |
| 30D | -1.9% | -3.2% | +1.4% | -1.4% |
| 3M | +14.4% | +10.6% | +3.8% | +11.1% |
| 6M | +8.7% | -2.1% | +10.9% | +8.3% |
| YTD | +7.8% | +10.2% | -2.4% | +4.1% |
| 1Y | -1.5% | +28.2% | -29.7% | -8.7% |
| 3Y | -9.9% | +134.9% | -144.7% | -30.8% |
| 5Y | -10.7% | +253.6% | -264.4% | -40.9% |
| 10Y | -55.7% | +804.7% | -860.4% | -80.1% |
| All | -43.1% | +898.0% | -941.1% | -76.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling