-43.1%
KHC vs PPG
+20.6%
-63.8%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.6% | -2.3% | -1.2% |
| 7D | -1.8% | -1.5% | -0.3% | -1.3% |
| 30D | -1.9% | -5.0% | +3.1% | -0.3% |
| 3M | +14.4% | +1.1% | +13.3% | +13.6% |
| 6M | +8.7% | -3.2% | +11.9% | +8.8% |
| YTD | +7.8% | +11.9% | -4.1% | +2.6% |
| 1Y | -1.5% | +5.3% | -6.8% | -4.5% |
| 3Y | -9.9% | -15.0% | +5.1% | -7.5% |
| 5Y | -10.7% | -19.6% | +8.9% | -8.8% |
| 10Y | -55.7% | +27.0% | -82.7% | -64.8% |
| All | -43.1% | +20.6% | -63.8% | -57.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling