+267.4%
PLD vs KHC
-54.5%
+321.9%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.4% | -0.1% |
| 7D | +0.8% | -1.1% | +1.9% | +1.2% |
| 30D | +0.5% | +8.8% | -8.4% | -2.7% |
| 3M | -5.5% | -1.2% | -4.3% | -5.5% |
| 6M | -8.3% | +4.6% | -13.0% | -10.6% |
| YTD | +4.3% | +5.1% | -0.8% | +1.0% |
| 1Y | +7.4% | +6.2% | +1.2% | +3.6% |
| 3Y | +37.1% | -12.9% | +50.0% | +40.2% |
| 5Y | +1.3% | -16.8% | +18.1% | +4.4% |
| 10Y | +267.4% | -52.4% | +319.9% | +263.8% |
| All | +267.4% | -54.5% | +321.9% | +263.8% |
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 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