-13.6%
KHC vs PNC
+50.6%
-64.2%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.0% | -1.8% | -1.1% |
| 7D | -2.5% | -0.9% | -1.6% | -2.4% |
| 30D | +0.5% | -4.4% | +5.0% | +1.3% |
| 3M | +3.0% | +5.3% | -2.2% | +2.1% |
| 6M | +6.6% | +19.6% | -12.9% | +3.4% |
| YTD | +5.8% | +19.1% | -13.4% | +2.3% |
| 1Y | -2.2% | +24.3% | -26.5% | -6.3% |
| 3Y | -12.5% | +132.2% | -144.7% | -25.1% |
| 5Y | -13.6% | +52.3% | -65.9% | -21.3% |
| All | -13.6% | +50.6% | -64.2% | -21.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling