-13.5%
KHC vs PNC
+127.7%
-141.3%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.9% | -0.3% | -1.0% |
| 7D | -4.8% | -0.7% | -4.1% | -4.7% |
| 30D | +0.3% | -4.4% | +4.7% | +1.0% |
| 3M | +6.7% | +4.5% | +2.2% | +5.9% |
| 6M | +4.2% | +19.1% | -14.9% | +0.9% |
| YTD | +6.7% | +18.0% | -11.3% | +3.1% |
| 1Y | -1.4% | +24.1% | -25.5% | -5.9% |
| All | -13.5% | +127.7% | -141.3% | -26.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling