-3.1%
KHC vs PNC
+23.0%
-26.1%
-19.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.2% | -2.4% | -2.3% |
| 7D | -3.3% | +1.4% | -4.7% | -3.4% |
| 30D | -3.4% | -3.8% | +0.4% | -3.1% |
| 3M | +12.6% | +9.0% | +3.6% | +12.4% |
| 6M | +7.0% | +16.6% | -9.6% | +6.6% |
| YTD | +6.1% | +20.4% | -14.3% | +5.0% |
| 1Y | -3.1% | +22.3% | -25.4% | -5.6% |
| All | -3.1% | +23.0% | -26.1% | -5.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PNC.
Daily Out/Under-Performance
Portfolio return minus PNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNC 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 1y: compounded portfolio wealth divided by compounded PNC 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…
1y analysis · Full analysis span regression · 6 months rolling