+765.0%
PLTR vs KHC
-12.7%
+777.8%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -2.8% | +6.3% | +3.1% |
| 7D | -12.9% | +1.1% | -14.0% | -12.7% |
| 30D | -17.4% | +12.0% | -29.3% | -16.4% |
| 3M | +2.9% | +0.2% | +2.7% | +3.1% |
| 6M | +19.9% | +10.3% | +9.5% | +22.0% |
| YTD | -9.8% | +6.7% | -16.5% | -8.1% |
| 1Y | -8.4% | +10.9% | -19.2% | -6.1% |
| 3Y | +765.0% | -12.6% | +777.7% | +913.2% |
| All | +765.0% | -12.7% | +777.8% | +913.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling