-21.5%
PFE vs KHC
-16.5%
-4.9%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.8% | +1.2% | -0.9% |
| 7D | -3.7% | +1.1% | -4.8% | -4.0% |
| 30D | +5.0% | +12.0% | -7.0% | +2.1% |
| 3M | +12.2% | +0.2% | +12.0% | +12.0% |
| 6M | +14.6% | +10.3% | +4.2% | +11.3% |
| YTD | +24.1% | +6.7% | +17.4% | +21.3% |
| 1Y | +26.6% | +10.9% | +15.7% | +22.4% |
| 3Y | +14.3% | -12.6% | +26.9% | +16.1% |
| All | -21.5% | -16.5% | -4.9% | -21.7% |
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