+48.3%
PFE vs KHC
-41.6%
+89.9%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.7% | -0.6% | -1.1% |
| 7D | +1.8% | -1.8% | +3.5% | +2.2% |
| 30D | +10.2% | -1.9% | +12.1% | +10.7% |
| 3M | +12.7% | +14.4% | -1.7% | +8.4% |
| 6M | +10.5% | +8.7% | +1.8% | +7.5% |
| YTD | +20.2% | +7.8% | +12.4% | +16.9% |
| 1Y | +24.1% | -1.5% | +25.6% | +23.7% |
| 3Y | -3.6% | -9.9% | +6.3% | -2.6% |
| 5Y | -20.9% | -10.7% | -10.1% | -20.7% |
| 10Y | +35.8% | -55.7% | +91.5% | +43.6% |
| All | +48.3% | -41.6% | +89.9% | +38.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling