+147.1%
PM vs KHC
-12.1%
+159.2%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.9% | -0.7% | 0.0% |
| 7D | -2.4% | -3.3% | +0.9% | -1.7% |
| 30D | -1.3% | +9.1% | -10.5% | -3.2% |
| 3M | +6.5% | +1.4% | +5.1% | +6.1% |
| 6M | +7.0% | +8.4% | -1.4% | +5.2% |
| YTD | +25.8% | +6.2% | +19.6% | +23.7% |
| 1Y | +30.9% | +5.7% | +25.2% | +28.8% |
| All | +147.1% | -12.1% | +159.2% | +156.0% |
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