-13.0%
KHC vs PTC
+29.3%
-42.2%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.1% | +0.8% | +0.9% |
| 7D | -3.3% | +0.8% | -4.2% | -3.4% |
| 30D | +9.1% | +1.2% | +8.0% | +9.1% |
| 3M | +1.4% | +32.6% | -31.2% | -0.1% |
| 6M | +8.4% | +36.1% | -27.7% | +6.0% |
| YTD | +6.2% | +12.7% | -6.5% | +5.3% |
| 1Y | +5.7% | +10.2% | -4.5% | +5.0% |
| All | -13.0% | +29.3% | -42.2% | -13.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling