-52.3%
KHC vs PR
+72.8%
-125.0%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.8% | -2.6% | 0.0% |
| 7D | -4.6% | -0.5% | -4.1% | -4.6% |
| 30D | +8.1% | -4.6% | +12.7% | +8.2% |
| 3M | 0.0% | +4.7% | -4.7% | -0.2% |
| 6M | +7.9% | +12.4% | -4.5% | +7.4% |
| YTD | +5.3% | +62.9% | -57.6% | +3.5% |
| 1Y | +5.1% | +70.6% | -65.5% | +3.2% |
| 3Y | -12.8% | +90.0% | -102.8% | -15.1% |
| 5Y | -16.2% | +255.5% | -271.7% | -20.7% |
| 10Y | -52.3% | +78.7% | -131.0% | -48.8% |
| All | -52.3% | +72.8% | -125.0% | -48.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 PR 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