-43.0%
KHC vs PNC
+264.9%
-307.9%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.1% | +1.3% | +0.5% |
| 7D | -2.2% | +2.3% | -4.5% | -2.9% |
| 30D | -0.1% | -3.8% | +3.7% | +1.0% |
| 3M | +8.3% | +7.8% | +0.5% | +5.9% |
| 6M | +5.0% | +19.7% | -14.7% | -0.7% |
| YTD | +8.0% | +19.1% | -11.1% | +1.9% |
| 1Y | -1.1% | +23.1% | -24.2% | -7.8% |
| 3Y | -10.7% | +132.1% | -142.8% | -32.8% |
| 5Y | -13.5% | +52.2% | -65.7% | -27.2% |
| 10Y | -55.4% | +271.4% | -326.8% | -75.1% |
| All | -43.0% | +264.9% | -307.9% | -67.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling