+256.8%
PLD vs KHC
-54.7%
+311.5%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.8% | +3.6% | +3.1% |
| 7D | +0.7% | -2.0% | +2.7% | +1.4% |
| 30D | +0.8% | +9.7% | -8.8% | -2.6% |
| 3M | -6.1% | -2.0% | -4.1% | -5.8% |
| 6M | -8.0% | +5.4% | -13.4% | -10.6% |
| YTD | +4.7% | +5.9% | -1.3% | +1.1% |
| 1Y | +7.2% | +7.5% | -0.3% | +2.9% |
| 3Y | +39.2% | -12.4% | +51.6% | +42.2% |
| 5Y | +1.9% | -15.8% | +17.7% | +4.5% |
| 10Y | +256.8% | -54.1% | +310.8% | +260.6% |
| All | +256.8% | -54.7% | +311.5% | +260.6% |
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