+1,681.1%
PLTR vs KHC
+10.7%
+1,670.3%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.8% | +6.3% | +5.4% |
| 7D | -5.1% | -2.0% | -3.1% | -5.4% |
| 30D | -19.1% | +9.7% | -28.7% | -17.9% |
| 3M | -1.6% | -2.0% | +0.4% | -1.6% |
| 6M | +22.8% | +5.4% | +17.4% | +24.2% |
| YTD | -4.8% | +5.9% | -10.7% | -3.2% |
| 1Y | -4.9% | +7.5% | -12.4% | -3.0% |
| 3Y | +826.1% | -12.4% | +838.5% | +817.7% |
| 5Y | +597.7% | -15.8% | +613.6% | +607.6% |
| All | +1,681.1% | +10.7% | +1,670.3% | +1,808.6% |
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