+119.6%
PM vs KHC
-10.0%
+129.6%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.7% | -1.3% | -1.8% |
| 7D | -4.9% | -1.8% | -3.1% | -4.5% |
| 30D | -3.4% | -1.9% | -1.5% | -3.0% |
| 3M | +5.2% | +14.4% | -9.2% | +2.4% |
| 6M | +3.7% | +8.7% | -5.0% | +1.7% |
| YTD | +15.8% | +7.8% | +8.0% | +13.6% |
| 1Y | +17.4% | -1.5% | +18.9% | +17.0% |
| All | +119.6% | -10.0% | +129.6% | +121.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling