-20.1%
KHC vs PL
+46.6%
-66.7%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +14.5% | -15.3% | -0.6% |
| 7D | -2.0% | +10.9% | -12.9% | -1.9% |
| 30D | +9.7% | -16.4% | +26.0% | +9.6% |
| 3M | -2.0% | -39.9% | +37.9% | -2.2% |
| 6M | +5.4% | -63.2% | +68.6% | +5.1% |
| YTD | +5.9% | -27.1% | +33.0% | +6.0% |
| 1Y | +7.5% | +12.2% | -4.7% | +7.8% |
| 3Y | -12.4% | +584.3% | -596.7% | -11.9% |
| 5Y | -15.8% | +37.0% | -52.8% | -18.2% |
| All | -20.1% | +46.6% | -66.7% | -22.4% |
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