+116.1%
PG vs KHC
-54.1%
+170.2%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.9% | +0.7% | +1.3% |
| 7D | -0.8% | -1.0% | +0.2% | -0.5% |
| 30D | +0.8% | +1.9% | -1.1% | +0.2% |
| 3M | -1.3% | +3.2% | -4.5% | -2.6% |
| 6M | -3.8% | +10.0% | -13.8% | -7.0% |
| YTD | +3.6% | +6.7% | -3.1% | +0.9% |
| 1Y | -5.7% | -0.9% | -4.8% | -6.2% |
| 3Y | +1.6% | -13.6% | +15.1% | +4.3% |
| 5Y | +14.6% | -12.8% | +27.5% | +16.8% |
| All | +116.1% | -54.1% | +170.2% | +134.1% |
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