+1,692.6%
PLTR vs KHC
+12.9%
+1,679.7%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.2% | -2.5% | -2.3% |
| 7D | -5.3% | -2.2% | -3.1% | -5.6% |
| 30D | -1.0% | -0.1% | -0.9% | -1.0% |
| 3M | +24.8% | +8.3% | +16.4% | +26.3% |
| 6M | +8.4% | +5.0% | +3.4% | +9.4% |
| YTD | -4.2% | +8.0% | -12.2% | -2.6% |
| 1Y | +9.1% | -1.1% | +10.2% | +9.4% |
| 3Y | +1,025.6% | -10.7% | +1,036.3% | +1,012.9% |
| 5Y | +565.8% | -13.5% | +579.3% | +577.3% |
| All | +1,692.6% | +12.9% | +1,679.7% | +1,820.4% |
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