-44.0%
KHC vs PSX
+392.7%
-436.7%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.6% | -0.8% | +0.5% |
| 7D | -3.3% | +6.4% | -9.7% | -4.5% |
| 30D | +9.1% | -10.2% | +19.3% | +11.3% |
| 3M | +1.4% | +17.2% | -15.8% | -2.1% |
| 6M | +8.4% | +51.8% | -43.4% | -1.1% |
| YTD | +6.2% | +108.0% | -101.8% | -9.7% |
| 1Y | +5.7% | +96.1% | -90.4% | -9.1% |
| 3Y | -12.0% | +155.9% | -167.9% | -30.2% |
| 5Y | -15.3% | +306.9% | -322.3% | -42.0% |
| 10Y | -51.8% | +364.5% | -416.4% | -71.9% |
| All | -44.0% | +392.7% | -436.7% | -68.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling