-56.0%
KHC vs PSX
+384.6%
-440.6%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | 0.0% | -0.7% |
| 7D | -2.5% | +1.5% | -4.0% | -2.8% |
| 30D | +0.5% | +15.8% | -15.3% | -2.3% |
| 3M | +3.0% | +43.0% | -40.0% | -4.1% |
| 6M | +6.6% | +61.1% | -54.5% | -3.5% |
| YTD | +5.8% | +104.5% | -98.7% | -8.9% |
| 1Y | -2.2% | +102.5% | -104.7% | -15.8% |
| 3Y | -12.5% | +133.5% | -146.0% | -28.5% |
| 5Y | -13.6% | +367.0% | -380.5% | -42.2% |
| All | -56.0% | +384.6% | -440.6% | -73.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PSX.
Daily Out/Under-Performance
Portfolio return minus PSX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSX 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 PSX 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