+499.6%
PLTR vs KHC
-16.5%
+516.1%
-77.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -2.8% | +6.3% | +3.2% |
| 7D | -12.9% | +1.1% | -14.0% | -12.8% |
| 30D | -17.4% | +12.0% | -29.3% | -16.5% |
| 3M | +2.9% | +0.2% | +2.7% | +3.1% |
| 6M | +19.9% | +10.3% | +9.5% | +21.5% |
| YTD | -9.8% | +6.7% | -16.5% | -8.6% |
| 1Y | -8.4% | +10.9% | -19.2% | -6.8% |
| 3Y | +765.0% | -12.6% | +777.7% | +756.7% |
| All | +499.6% | -16.5% | +516.1% | +551.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling