-47.2%
KHC vs PR
+160.5%
-207.7%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -6.5% | +10.3% | +3.9% |
| 7D | +6.6% | -12.1% | +18.7% | +7.0% |
| 30D | +16.5% | +0.9% | +15.6% | +16.4% |
| 3M | -3.0% | +10.1% | -13.1% | -3.3% |
| 6M | +17.4% | +1.1% | +16.3% | +17.2% |
| YTD | +10.3% | +63.7% | -53.3% | +8.5% |
| 1Y | +12.5% | +87.0% | -74.6% | +10.2% |
| 3Y | -9.6% | +70.7% | -80.4% | -11.6% |
| 5Y | -12.0% | +246.8% | -258.8% | -16.5% |
| 10Y | -51.6% | +72.6% | -124.2% | -49.6% |
| All | -47.2% | +160.5% | -207.7% | -45.0% |
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