-20.6%
KHC vs PL
+46.3%
-66.9%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.5% | -0.4% | +0.1% |
| 7D | -4.6% | +13.4% | -18.0% | -4.5% |
| 30D | +8.1% | -10.2% | +18.3% | +8.1% |
| 3M | 0.0% | -39.5% | +39.5% | -0.1% |
| 6M | +7.9% | -65.7% | +73.7% | +7.6% |
| YTD | +5.3% | -27.3% | +32.5% | +5.3% |
| 1Y | +5.1% | +15.0% | -9.9% | +5.5% |
| 3Y | -12.8% | +560.8% | -573.6% | -12.3% |
| 5Y | -16.2% | +38.4% | -54.6% | -18.6% |
| All | -20.6% | +46.3% | -66.9% | -22.8% |
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