+149.0%
PG vs KHC
-41.4%
+190.4%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.2% | -0.8% | -0.7% |
| 7D | -0.4% | -2.2% | +1.8% | +0.2% |
| 30D | -0.1% | -0.1% | -0.1% | -0.2% |
| 3M | +1.1% | +8.3% | -7.3% | -1.7% |
| 6M | -3.8% | +5.0% | -8.8% | -5.7% |
| YTD | +3.8% | +8.0% | -4.2% | +0.7% |
| 1Y | -5.8% | -1.1% | -4.7% | -6.2% |
| 3Y | +3.0% | -10.7% | +13.7% | +4.7% |
| 5Y | +14.5% | -13.5% | +28.0% | +16.9% |
| 10Y | +117.8% | -55.4% | +173.2% | +143.8% |
| All | +149.0% | -41.4% | +190.4% | +152.8% |
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