-49.9%
KHC vs PWR
+1,844.4%
-1,894.4%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.7% | +3.3% | +2.6% |
| 7D | +2.0% | +11.3% | -9.3% | +0.9% |
| 30D | +10.6% | -8.9% | +19.5% | +11.2% |
| 3M | +0.5% | -10.5% | +11.0% | +1.1% |
| 6M | +12.1% | -22.2% | +34.2% | +14.3% |
| YTD | +8.9% | +42.7% | -33.8% | -0.1% |
| 1Y | +7.5% | +41.1% | -33.6% | -1.3% |
| 3Y | -10.7% | +242.7% | -253.5% | -34.8% |
| 5Y | -13.2% | +418.5% | -431.7% | -45.1% |
| All | -49.9% | +1,844.4% | -1,894.4% | -80.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling