+1,248.2%
PANW vs KHC
-54.1%
+1,302.3%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.9% | -3.2% | -2.4% |
| 7D | -0.8% | -1.0% | +0.2% | -0.7% |
| 30D | -14.6% | +1.9% | -16.5% | -14.8% |
| 3M | +18.3% | +3.2% | +15.1% | +17.5% |
| 6M | +100.5% | +10.0% | +90.5% | +97.2% |
| YTD | +79.5% | +6.7% | +72.8% | +77.1% |
| 1Y | +66.7% | -0.9% | +67.6% | +66.0% |
| 3Y | +161.2% | -13.6% | +174.8% | +162.1% |
| 5Y | +322.2% | -12.8% | +335.0% | +318.4% |
| All | +1,248.2% | -54.1% | +1,302.3% | +1,198.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling