-19.5%
KHC vs PL
+28.1%
-47.5%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +10.4% | -13.2% | -2.7% |
| 7D | +1.1% | -6.8% | +7.9% | +1.1% |
| 30D | +12.0% | -29.3% | +41.3% | +11.8% |
| 3M | +0.2% | -44.8% | +44.9% | -0.1% |
| 6M | +10.3% | -68.4% | +78.7% | +9.9% |
| YTD | +6.7% | -36.4% | +43.1% | +6.7% |
| 1Y | +10.9% | +0.7% | +10.1% | +11.1% |
| 3Y | -12.6% | +455.3% | -467.9% | -12.2% |
| 5Y | -16.3% | +22.7% | -39.0% | -19.0% |
| All | -19.5% | +28.1% | -47.5% | -21.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 PL 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