-10.7%
KHC vs PSX
+138.7%
-149.4%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.6% | -1.4% | 0.0% |
| 7D | -2.2% | +2.8% | -5.0% | -2.5% |
| 30D | -0.1% | +27.8% | -27.8% | -2.5% |
| 3M | +8.3% | +42.0% | -33.7% | +4.3% |
| 6M | +5.0% | +58.1% | -53.2% | -0.3% |
| YTD | +8.0% | +105.0% | -97.0% | -0.6% |
| 1Y | -1.1% | +104.9% | -106.0% | -9.2% |
| 3Y | -10.7% | +134.1% | -144.8% | -23.4% |
| All | -10.7% | +138.7% | -149.4% | -23.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling