-12.6%
KHC vs PWR
+221.0%
-233.6%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +6.3% | -9.1% | -2.1% |
| 7D | +1.1% | -12.9% | +14.0% | -0.3% |
| 30D | +12.0% | -22.8% | +34.8% | +9.4% |
| 3M | +0.2% | -19.0% | +19.2% | -1.6% |
| 6M | +10.3% | -31.1% | +41.5% | +8.1% |
| YTD | +6.7% | +28.2% | -21.5% | +8.3% |
| 1Y | +10.9% | +22.2% | -11.3% | +12.2% |
| 3Y | -12.6% | +222.1% | -234.8% | -9.8% |
| All | -12.6% | +221.0% | -233.6% | -9.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling