-52.3%
KHC vs PPL
+65.2%
-117.5%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.1% | +0.5% |
| 7D | -4.6% | -1.0% | -3.6% | -4.2% |
| 30D | +8.1% | +3.0% | +5.1% | +6.8% |
| 3M | 0.0% | +1.1% | -1.1% | -0.5% |
| 6M | +7.9% | -0.8% | +8.7% | +8.1% |
| YTD | +5.3% | +3.5% | +1.8% | +3.1% |
| 1Y | +5.1% | -0.9% | +6.0% | +4.8% |
| 3Y | -12.8% | +54.2% | -67.0% | -29.3% |
| 5Y | -16.2% | +46.3% | -62.5% | -31.3% |
| 10Y | -52.3% | +65.0% | -117.3% | -65.7% |
| All | -52.3% | +65.2% | -117.5% | -65.7% |
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