-43.1%
KHC vs PTC
+246.2%
-289.4%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -6.0% | +5.4% | +0.3% |
| 7D | -1.8% | -10.3% | +8.5% | -0.2% |
| 30D | -1.9% | +1.1% | -3.0% | -2.2% |
| 3M | +14.4% | +1.6% | +12.8% | +13.6% |
| 6M | +8.7% | -13.5% | +22.2% | +10.5% |
| YTD | +7.8% | -19.1% | +26.8% | +10.5% |
| 1Y | -1.5% | -33.9% | +32.4% | +4.2% |
| 3Y | -9.9% | -3.9% | -6.0% | -11.6% |
| 5Y | -10.7% | +6.0% | -16.8% | -15.2% |
| 10Y | -55.7% | +223.7% | -279.4% | -70.6% |
| All | -43.1% | +246.2% | -289.4% | -67.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling