-13.6%
KHC vs PPG
-24.6%
+11.0%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.0% | +1.1% | -0.5% |
| 7D | -2.5% | -5.1% | +2.6% | -1.5% |
| 30D | +0.5% | -9.6% | +10.1% | +2.6% |
| 3M | +3.0% | -6.4% | +9.5% | +4.3% |
| 6M | +6.6% | +0.5% | +6.1% | +6.1% |
| YTD | +5.8% | +4.4% | +1.3% | +4.1% |
| 1Y | -2.2% | -0.9% | -1.3% | -2.8% |
| 3Y | -12.5% | -17.0% | +4.4% | -11.4% |
| 5Y | -13.6% | -23.7% | +10.1% | -9.9% |
| All | -13.6% | -24.6% | +11.0% | -9.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PPG.
Daily Out/Under-Performance
Portfolio return minus PPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPG 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 PPG 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