-1.5%
KHC vs PWR
+66.5%
-68.0%
-19.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2025-09-04 to 2026-09-04.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.7% | -1.4% | -0.6% |
| 7D | -1.8% | +3.6% | -5.4% | -1.2% |
| 30D | -1.9% | -8.6% | +6.7% | -3.2% |
| 3M | +14.4% | -13.2% | +27.6% | +13.5% |
| 6M | +8.7% | +9.9% | -1.2% | +10.0% |
| YTD | +7.8% | +48.0% | -40.3% | +11.9% |
| 1Y | -1.5% | +66.2% | -67.7% | +0.5% |
| All | -1.5% | +66.5% | -68.0% | +0.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PWR.
Daily Out/Under-Performance
Portfolio return minus PWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PWR 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 2025-09-04 to 2026-09-04: compounded portfolio wealth divided by compounded PWR 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…
2025-09-04 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling