-14.8%
KHC vs PPL
+47.9%
-62.7%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.6% | -2.2% | -2.6% |
| 7D | +1.1% | +0.4% | +0.7% | +1.0% |
| 30D | +12.0% | +5.4% | +6.5% | +9.8% |
| 3M | +0.2% | +4.3% | -4.1% | -1.5% |
| 6M | +10.3% | -1.3% | +11.7% | +10.7% |
| YTD | +6.7% | +4.7% | +2.1% | +4.3% |
| 1Y | +10.9% | +1.3% | +9.6% | +9.7% |
| 3Y | -12.6% | +57.2% | -69.9% | -27.9% |
| All | -14.8% | +47.9% | -62.7% | -29.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling