+316.7%
PANW vs KHC
-13.4%
+330.1%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.9% | -3.2% | -2.3% |
| 7D | -0.8% | -1.0% | +0.2% | -0.8% |
| 30D | -14.6% | +1.9% | -16.5% | -14.5% |
| 3M | +18.3% | +3.2% | +15.1% | +18.3% |
| 6M | +100.5% | +10.0% | +90.5% | +101.2% |
| YTD | +79.5% | +6.7% | +72.8% | +80.1% |
| 1Y | +66.7% | -0.9% | +67.6% | +67.0% |
| 3Y | +161.2% | -13.6% | +174.8% | +158.7% |
| All | +316.7% | -13.4% | +330.1% | +337.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling