-48.4%
KHC vs PR
+169.5%
-217.9%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.6% | +0.9% | -0.6% |
| 7D | -1.8% | +2.9% | -4.7% | -1.8% |
| 30D | -1.9% | +18.0% | -19.9% | -2.4% |
| 3M | +14.4% | +16.9% | -2.5% | +13.8% |
| 6M | +8.7% | +28.2% | -19.5% | +7.8% |
| YTD | +7.8% | +69.3% | -61.6% | +6.0% |
| 1Y | -1.5% | +69.5% | -71.0% | -3.2% |
| 3Y | -9.9% | +81.7% | -91.5% | -12.0% |
| 5Y | -10.7% | +422.2% | -433.0% | -16.2% |
| 10Y | -55.7% | +110.4% | -166.1% | -53.6% |
| All | -48.4% | +169.5% | -217.9% | -46.3% |
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