+257.2%
PLD vs KHC
-50.5%
+307.7%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.6% | -2.5% | -0.8% |
| 7D | +1.3% | +2.0% | -0.7% | +0.6% |
| 30D | -1.4% | +10.6% | -12.0% | -5.0% |
| 3M | -8.2% | +0.5% | -8.7% | -8.7% |
| 6M | -8.0% | +12.1% | -20.1% | -12.4% |
| YTD | +3.2% | +8.9% | -5.8% | -1.4% |
| 1Y | +7.0% | +7.5% | -0.5% | +2.8% |
| 3Y | +38.3% | -10.7% | +49.0% | +40.3% |
| 5Y | +0.2% | -13.2% | +13.4% | +1.6% |
| All | +257.2% | -50.5% | +307.7% | +244.2% |
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