+198.6%
PM vs KHC
-55.7%
+254.3%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.2% | +1.0% | +1.1% |
| 7D | -1.3% | -2.2% | +0.9% | -0.6% |
| 30D | -2.6% | -0.1% | -2.5% | -2.6% |
| 3M | +5.8% | +8.3% | -2.5% | +3.0% |
| 6M | +10.6% | +5.0% | +5.6% | +8.4% |
| YTD | +17.2% | +8.0% | +9.2% | +13.6% |
| 1Y | +17.6% | -1.1% | +18.7% | +17.1% |
| 3Y | +124.3% | -10.7% | +135.0% | +127.1% |
| 5Y | +125.1% | -13.5% | +138.6% | +127.9% |
| 10Y | +198.6% | -55.4% | +254.0% | +240.6% |
| All | +198.6% | -55.7% | +254.3% | +240.6% |
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