+234.7%
PM vs KHC
-54.7%
+289.4%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.8% | -1.6% | -2.2% |
| 7D | -7.3% | -2.0% | -5.2% | -6.7% |
| 30D | -4.0% | +9.7% | -13.7% | -6.8% |
| 3M | +2.7% | -2.0% | +4.8% | +3.2% |
| 6M | +14.9% | +5.4% | +9.4% | +12.4% |
| YTD | +23.5% | +5.9% | +17.6% | +20.3% |
| 1Y | +30.4% | +7.5% | +22.9% | +26.4% |
| 3Y | +143.2% | -12.4% | +155.6% | +147.7% |
| 5Y | +159.5% | -15.8% | +175.3% | +164.5% |
| 10Y | +234.7% | -54.1% | +288.7% | +257.8% |
| All | +234.7% | -54.7% | +289.4% | +257.8% |
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