-52.4%
KHC vs PR
+65.1%
-117.5%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.9% | -1.7% | -0.8% |
| 7D | -1.1% | -9.5% | +8.4% | -0.9% |
| 30D | +8.8% | -5.7% | +14.5% | +9.0% |
| 3M | -1.2% | +3.0% | -4.2% | -1.4% |
| 6M | +4.6% | +11.8% | -7.2% | +4.2% |
| YTD | +5.1% | +58.5% | -53.3% | +3.5% |
| 1Y | +6.2% | +69.9% | -63.6% | +4.3% |
| 3Y | -12.9% | +84.9% | -97.8% | -15.1% |
| 5Y | -16.8% | +246.4% | -263.2% | -21.1% |
| 10Y | -52.4% | +70.3% | -122.7% | -49.2% |
| All | -52.4% | +65.1% | -117.5% | -49.2% |
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