-42.5%
KHC vs PNR
+83.6%
-126.2%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.2% | +2.3% | +2.5% |
| 7D | +2.0% | +0.3% | +1.8% | +1.9% |
| 30D | +10.6% | +31.7% | -21.1% | +3.3% |
| 3M | +0.5% | +2.6% | -2.1% | -0.4% |
| 6M | +12.1% | -6.4% | +18.4% | +12.8% |
| YTD | +8.9% | -33.4% | +42.3% | +18.4% |
| 1Y | +7.5% | -35.1% | +42.6% | +17.6% |
| 3Y | -10.7% | +17.1% | -27.8% | -18.2% |
| 5Y | -13.2% | -3.5% | -9.6% | -17.1% |
| 10Y | -50.6% | +100.2% | -150.8% | -65.6% |
| All | -42.5% | +83.6% | -126.2% | -60.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling