+400.4%
PLD vs KHC
-41.6%
+441.9%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | -0.1% | -0.5% |
| 7D | -2.4% | -1.8% | -0.6% | -1.8% |
| 30D | -2.4% | -1.9% | -0.6% | -1.9% |
| 3M | -3.8% | +14.4% | -18.2% | -9.1% |
| 6M | 0.0% | +8.7% | -8.7% | -4.0% |
| YTD | +9.2% | +7.8% | +1.5% | +4.9% |
| 1Y | +25.9% | -1.5% | +27.4% | +24.9% |
| 3Y | +21.3% | -9.9% | +31.2% | +22.7% |
| 5Y | +14.1% | -10.7% | +24.9% | +14.6% |
| 10Y | +237.9% | -55.7% | +293.6% | +294.1% |
| All | +400.4% | -41.6% | +441.9% | +407.2% |
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 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