-14.1%
KHC vs PTC
+60.7%
-74.7%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.1% | +2.7% | +2.6% |
| 7D | +2.0% | +0.5% | +1.6% | +2.0% |
| 30D | +10.6% | +1.2% | +9.4% | +10.5% |
| 3M | +0.5% | +27.4% | -26.8% | -1.0% |
| 6M | +12.1% | +39.2% | -27.1% | +9.2% |
| YTD | +8.9% | +12.5% | -3.6% | +7.7% |
| 1Y | +7.5% | +12.3% | -4.8% | +6.3% |
| 3Y | -10.7% | +28.8% | -39.6% | -13.4% |
| All | -14.1% | +60.7% | -74.7% | -18.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling