+62.2%
PANW vs KHC
+11.6%
+50.6%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.8% | -4.4% | +0.1% |
| 7D | -11.8% | +6.6% | -18.4% | -10.6% |
| 30D | -14.4% | +16.5% | -30.9% | -12.1% |
| 3M | -5.0% | -3.0% | -2.0% | -4.4% |
| 6M | +88.6% | +17.4% | +71.2% | +93.3% |
| YTD | +88.9% | +10.3% | +78.6% | +93.0% |
| 1Y | +62.2% | +12.5% | +49.8% | +64.2% |
| All | +62.2% | +11.6% | +50.6% | +64.2% |
Cumulative growth
Daily Returns
Daily percentage return beside KHC.
Daily Out/Under-Performance
Portfolio return minus KHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KHC 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 1y: compounded portfolio wealth divided by compounded KHC 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…
1y analysis · Full analysis span regression · 6 months rolling