-43.1%
KHC vs PPL
+90.4%
-133.5%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | -1.8% | +2.7% | -4.4% | -2.9% |
| 30D | -1.9% | +0.5% | -2.3% | -2.2% |
| 3M | +14.4% | +0.7% | +13.7% | +13.9% |
| 6M | +8.7% | -7.6% | +16.3% | +12.2% |
| YTD | +7.8% | +1.8% | +6.0% | +6.3% |
| 1Y | -1.5% | -0.8% | -0.8% | -1.9% |
| 3Y | -9.9% | +56.9% | -66.7% | -27.9% |
| 5Y | -10.7% | +39.5% | -50.2% | -25.5% |
| 10Y | -55.7% | +55.4% | -111.1% | -66.6% |
| All | -43.1% | +90.4% | -133.5% | -63.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling