-55.4%
KHC vs PTC
+204.7%
-260.1%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -5.5% | +5.7% | +1.0% |
| 7D | -2.2% | -12.8% | +10.6% | -0.3% |
| 30D | -0.1% | -9.8% | +9.7% | +1.3% |
| 3M | +8.3% | -2.1% | +10.4% | +8.2% |
| 6M | +5.0% | -18.1% | +23.1% | +7.4% |
| YTD | +8.0% | -23.5% | +31.5% | +11.4% |
| 1Y | -1.1% | -37.4% | +36.3% | +5.0% |
| 3Y | -10.7% | -7.2% | -3.5% | -11.9% |
| 5Y | -13.5% | +2.7% | -16.2% | -17.2% |
| 10Y | -55.4% | +203.4% | -258.8% | -68.5% |
| All | -55.4% | +204.7% | -260.1% | -68.5% |
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