-23.8%
PFE vs KHC
-13.3%
-10.4%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.6% | -2.4% | -0.4% |
| 7D | -1.7% | +2.0% | -3.7% | -2.2% |
| 30D | +0.3% | +10.6% | -10.3% | -2.1% |
| 3M | +9.4% | +0.5% | +8.9% | +9.0% |
| 6M | +14.9% | +12.1% | +2.8% | +11.2% |
| YTD | +23.8% | +8.9% | +14.9% | +20.3% |
| 1Y | +19.5% | +7.5% | +12.0% | +16.6% |
| 3Y | +21.0% | -10.7% | +31.8% | +22.3% |
| All | -23.8% | -13.3% | -10.4% | -22.0% |
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 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