-54.1%
KHC vs PPL
+62.1%
-116.2%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.3% | -0.5% | -0.6% |
| 7D | -2.0% | -1.2% | -0.8% | -1.5% |
| 30D | +9.7% | +4.2% | +5.4% | +7.7% |
| 3M | -2.0% | +1.5% | -3.5% | -2.7% |
| 6M | +5.4% | +1.0% | +4.4% | +4.7% |
| YTD | +5.9% | +4.4% | +1.5% | +3.3% |
| 1Y | +7.5% | +0.8% | +6.7% | +6.4% |
| 3Y | -12.4% | +56.5% | -68.9% | -29.5% |
| 5Y | -15.8% | +47.7% | -63.5% | -31.3% |
| 10Y | -54.1% | +64.4% | -118.5% | -67.2% |
| All | -54.1% | +62.1% | -116.2% | -67.2% |
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