-13.6%
KHC vs PNR
-21.1%
+7.5%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.4% | +0.5% | -0.7% |
| 7D | -2.5% | -5.5% | +3.0% | -1.9% |
| 30D | +0.5% | -15.6% | +16.1% | +2.4% |
| 3M | +3.0% | -20.2% | +23.2% | +5.2% |
| 6M | +6.6% | -36.6% | +43.2% | +11.4% |
| YTD | +5.8% | -45.0% | +50.8% | +12.1% |
| 1Y | -2.2% | -47.4% | +45.2% | +4.2% |
| 3Y | -12.5% | -13.7% | +1.2% | -11.9% |
| 5Y | -13.6% | -20.8% | +7.2% | -13.5% |
| All | -13.6% | -21.1% | +7.5% | -13.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling