+29.7%
PM vs KHC
+6.6%
+23.1%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.7% | +1.3% | +0.8% |
| 7D | -6.6% | -1.1% | -5.5% | -6.3% |
| 30D | -3.4% | +8.8% | -12.3% | -5.7% |
| 3M | +5.3% | -1.2% | +6.5% | +5.5% |
| 6M | +15.5% | +4.6% | +10.9% | +14.2% |
| YTD | +24.3% | +5.1% | +19.1% | +21.7% |
| 1Y | +29.7% | +6.2% | +23.5% | +25.9% |
| All | +29.7% | +6.6% | +23.1% | +25.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling