-52.3%
KHC vs PTC
+317.3%
-369.6%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.3% | +0.1% |
| 7D | -4.6% | +0.5% | -5.1% | -4.7% |
| 30D | +8.1% | +0.9% | +7.2% | +8.0% |
| 3M | 0.0% | +30.4% | -30.3% | -3.9% |
| 6M | +7.9% | +34.4% | -26.5% | +2.8% |
| YTD | +5.3% | +12.6% | -7.3% | +2.6% |
| 1Y | +5.1% | +10.2% | -5.1% | +2.7% |
| 3Y | -12.8% | +29.4% | -42.2% | -17.9% |
| 5Y | -16.2% | +63.7% | -79.9% | -25.2% |
| 10Y | -52.3% | +316.9% | -369.1% | -65.9% |
| All | -52.3% | +317.3% | -369.6% | -65.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling