+1,706.1%
PLTR vs KHC
+11.0%
+1,695.1%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.9% | -1.3% | -0.3% |
| 7D | +10.7% | -3.3% | +14.0% | +10.2% |
| 30D | -17.8% | +9.1% | -26.9% | -16.7% |
| 3M | +0.3% | +1.4% | -1.1% | +0.8% |
| 6M | +26.2% | +8.4% | +17.8% | +28.2% |
| YTD | -3.5% | +6.2% | -9.6% | -1.8% |
| 1Y | -6.8% | +5.7% | -12.5% | -5.3% |
| 3Y | +772.3% | -12.0% | +784.3% | +765.0% |
| 5Y | +651.6% | -15.3% | +666.9% | +663.4% |
| All | +1,706.1% | +11.0% | +1,695.1% | +1,836.2% |
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