-10.7%
KHC vs PNR
+15.8%
-26.6%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.2% | +2.3% | +2.5% |
| 7D | +2.0% | +0.3% | +1.8% | +2.0% |
| 30D | +10.6% | +31.7% | -21.1% | +7.2% |
| 3M | +0.5% | +2.6% | -2.1% | +0.1% |
| 6M | +12.1% | -6.4% | +18.4% | +12.1% |
| YTD | +8.9% | -33.4% | +42.3% | +12.9% |
| 1Y | +7.5% | -35.1% | +42.6% | +11.8% |
| 3Y | -10.7% | +17.1% | -27.8% | -8.5% |
| All | -10.7% | +15.8% | -26.6% | -8.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling