-18.7%
KHC vs PL
+84.9%
-103.6%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.3% | +0.6% | -0.7% |
| 7D | -1.8% | -9.3% | +7.5% | -1.8% |
| 30D | -1.9% | -18.9% | +17.1% | -2.0% |
| 3M | +14.4% | -58.4% | +72.8% | +14.1% |
| 6M | +8.7% | -30.3% | +39.0% | +8.6% |
| YTD | +7.8% | -8.1% | +15.9% | +7.9% |
| 1Y | -1.5% | +180.5% | -182.0% | -0.8% |
| 3Y | -9.9% | +444.1% | -454.0% | -9.8% |
| 5Y | -10.7% | +83.0% | -93.8% | -14.0% |
| All | -18.7% | +84.9% | -103.6% | -21.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling