+272.5%
PM vs KHC
-50.5%
+323.0%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.6% | -1.4% | +0.4% |
| 7D | +0.5% | +2.0% | -1.5% | -0.1% |
| 30D | -3.2% | +10.6% | -13.8% | -6.3% |
| 3M | +6.2% | +0.5% | +5.7% | +5.8% |
| 6M | +7.7% | +12.1% | -4.4% | +3.5% |
| YTD | +27.3% | +8.9% | +18.4% | +22.9% |
| 1Y | +32.8% | +7.5% | +25.3% | +28.7% |
| 3Y | +150.0% | -10.7% | +160.7% | +153.1% |
| 5Y | +164.2% | -13.2% | +177.4% | +166.8% |
| All | +272.5% | -50.5% | +323.0% | +277.1% |
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