+12.5%
KHC vs PNR
-31.2%
+43.6%
-19.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +3.3% | +0.5% | +3.4% |
| 7D | +6.6% | +11.9% | -5.3% | +5.6% |
| 30D | +16.5% | +37.1% | -20.7% | +13.2% |
| 3M | -3.0% | +5.7% | -8.7% | -3.7% |
| 6M | +17.4% | -5.7% | +23.1% | +16.3% |
| YTD | +10.3% | -29.8% | +40.1% | +10.5% |
| 1Y | +12.5% | -31.8% | +44.3% | +14.0% |
| All | +12.5% | -31.2% | +43.6% | +14.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PNR.
Daily Out/Under-Performance
Portfolio return minus PNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNR 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 PNR 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