-54.3%
KHC vs PPL
+62.0%
-116.3%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.6% | -2.2% | -2.6% |
| 7D | +1.1% | +0.4% | +0.7% | +0.9% |
| 30D | +12.0% | +5.4% | +6.5% | +9.4% |
| 3M | +0.2% | +4.3% | -4.1% | -1.8% |
| 6M | +10.3% | -1.3% | +11.7% | +10.7% |
| YTD | +6.7% | +4.7% | +2.1% | +4.0% |
| 1Y | +10.9% | +1.3% | +9.6% | +9.5% |
| 3Y | -12.6% | +57.2% | -69.9% | -29.9% |
| 5Y | -16.3% | +48.2% | -64.5% | -31.9% |
| All | -54.3% | +62.0% | -116.3% | -66.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PPL.
Daily Out/Under-Performance
Portfolio return minus PPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPL 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 10y: compounded portfolio wealth divided by compounded PPL 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…
10y analysis · Full analysis span regression · 6 months rolling