+0.1%
PLD vs KHC
-15.5%
+15.6%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.9% | -2.0% | -1.4% |
| 7D | 0.0% | -3.3% | +3.3% | +1.0% |
| 30D | -3.7% | +9.1% | -12.9% | -6.5% |
| 3M | -7.9% | +1.4% | -9.3% | -8.6% |
| 6M | -9.2% | +8.4% | -17.6% | -12.3% |
| YTD | +3.1% | +6.2% | -3.1% | -0.2% |
| 1Y | +6.2% | +5.7% | +0.5% | +3.0% |
| 3Y | +35.4% | -12.0% | +47.5% | +37.8% |
| 5Y | +0.1% | -15.3% | +15.4% | +6.6% |
| All | +0.1% | -15.5% | +15.6% | +6.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling