+167.4%
PANW vs KHC
-12.8%
+180.3%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.9% | +1.9% | +1.0% |
| 7D | +2.0% | -2.5% | +4.5% | +1.8% |
| 30D | -11.8% | +0.5% | -12.3% | -11.8% |
| 3M | +28.6% | +3.0% | +25.6% | +28.7% |
| 6M | +104.4% | +6.6% | +97.8% | +105.3% |
| YTD | +83.8% | +5.8% | +78.0% | +84.7% |
| 1Y | +71.5% | -2.2% | +73.7% | +71.9% |
| All | +167.4% | -12.8% | +180.3% | +156.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling