+49.6%
PFE vs KHC
-54.7%
+104.3%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.2% | -0.3% |
| 7D | -4.7% | -2.0% | -2.6% | -4.2% |
| 30D | +3.4% | +9.7% | -6.3% | +0.9% |
| 3M | +9.2% | -2.0% | +11.2% | +9.6% |
| 6M | +15.8% | +5.4% | +10.4% | +13.7% |
| YTD | +23.4% | +5.9% | +17.5% | +20.7% |
| 1Y | +25.8% | +7.5% | +18.4% | +22.5% |
| 3Y | +17.8% | -12.4% | +30.3% | +20.0% |
| 5Y | -20.2% | -15.8% | -4.3% | -18.8% |
| 10Y | +49.6% | -54.1% | +103.7% | +43.8% |
| All | +49.6% | -54.7% | +104.3% | +43.8% |
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 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