-3.1%
KHC vs PTC
-33.3%
+30.2%
-19.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -6.0% | +3.8% | -1.4% |
| 7D | -3.3% | -10.3% | +7.0% | -1.9% |
| 30D | -3.4% | +1.1% | -4.6% | -3.5% |
| 3M | +12.6% | +1.6% | +11.0% | +11.4% |
| 6M | +7.0% | -13.5% | +20.5% | +8.4% |
| YTD | +6.1% | -19.1% | +25.1% | +8.0% |
| 1Y | -3.1% | -33.9% | +30.8% | +3.2% |
| All | -3.1% | -33.3% | +30.2% | +3.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PTC.
Daily Out/Under-Performance
Portfolio return minus PTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PTC 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 1y: compounded portfolio wealth divided by compounded PTC 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…
1y analysis · Full analysis span regression · 6 months rolling