-47.5%
KHC vs PR
+147.8%
-195.3%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.9% | +4.4% | -0.3% |
| 7D | +5.9% | -16.5% | +22.5% | +6.5% |
| 30D | +14.9% | -4.5% | +19.5% | +15.0% |
| 3M | 0.0% | +8.5% | -8.6% | -0.3% |
| 6M | +16.2% | -3.3% | +19.5% | +16.2% |
| YTD | +9.8% | +55.7% | -45.9% | +8.2% |
| 1Y | +12.1% | +82.0% | -70.0% | +9.9% |
| 3Y | -10.1% | +62.5% | -72.5% | -11.9% |
| 5Y | -13.9% | +223.9% | -237.8% | -18.1% |
| 10Y | -51.9% | +64.2% | -116.1% | -49.8% |
| All | -47.5% | +147.8% | -195.3% | -45.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling