-44.5%
KHC vs PSX
+369.8%
-414.3%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.2% | -0.6% |
| 7D | -1.1% | -7.8% | +6.7% | +0.4% |
| 30D | +8.8% | -9.9% | +18.7% | +10.9% |
| 3M | -1.2% | +16.9% | -18.2% | -4.6% |
| 6M | +4.6% | +48.0% | -43.3% | -4.0% |
| YTD | +5.1% | +98.3% | -93.2% | -9.7% |
| 1Y | +6.2% | +86.2% | -79.9% | -7.7% |
| 3Y | -12.9% | +144.0% | -156.9% | -30.3% |
| 5Y | -16.8% | +287.7% | -304.5% | -42.5% |
| 10Y | -52.4% | +338.3% | -390.8% | -71.9% |
| All | -44.5% | +369.8% | -414.3% | -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