+168.1%
PM vs KHC
-16.5%
+184.6%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.8% | +1.0% | -1.1% |
| 7D | -5.2% | +1.1% | -6.3% | -5.5% |
| 30D | +2.7% | +12.0% | -9.3% | -0.3% |
| 3M | +6.1% | +0.2% | +6.0% | +5.9% |
| 6M | +18.0% | +10.3% | +7.7% | +14.7% |
| YTD | +26.6% | +6.7% | +19.8% | +23.7% |
| 1Y | +36.7% | +10.9% | +25.8% | +32.3% |
| 3Y | +146.0% | -12.6% | +158.6% | +150.6% |
| All | +168.1% | -16.5% | +184.6% | +173.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling