-14.1%
KHC vs PR
+273.3%
-287.4%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.2% | +1.3% | +2.5% |
| 7D | +2.0% | +6.0% | -3.9% | +1.8% |
| 30D | +10.6% | -4.2% | +14.8% | +10.7% |
| 3M | +0.5% | +10.0% | -9.4% | +0.1% |
| 6M | +12.1% | +15.6% | -3.6% | +11.2% |
| YTD | +8.9% | +68.2% | -59.3% | +6.2% |
| 1Y | +7.5% | +79.2% | -71.7% | +4.5% |
| 3Y | -10.7% | +94.9% | -105.6% | -14.3% |
| All | -14.1% | +273.3% | -287.4% | -21.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling