0.0%
PG vs KHC
-12.8%
+12.8%
-21.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.9% | +1.1% | +0.5% |
| 7D | -2.7% | -2.5% | -0.2% | -1.9% |
| 30D | -1.5% | +0.5% | -2.1% | -1.8% |
| 3M | -3.4% | +3.0% | -6.4% | -4.5% |
| 6M | -7.0% | +6.6% | -13.6% | -9.2% |
| YTD | +2.0% | +5.8% | -3.8% | -0.4% |
| 1Y | -6.5% | -2.2% | -4.3% | -6.6% |
| All | 0.0% | -12.8% | +12.8% | +2.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling