+285.1%
PM vs KHC
-41.6%
+326.7%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.7% | -1.3% | -1.7% |
| 7D | -4.9% | -1.8% | -3.1% | -4.3% |
| 30D | -3.4% | -1.9% | -1.5% | -2.9% |
| 3M | +5.2% | +14.4% | -9.2% | +0.5% |
| 6M | +3.7% | +8.7% | -5.0% | +0.4% |
| YTD | +15.8% | +7.8% | +8.0% | +12.2% |
| 1Y | +17.4% | -1.5% | +18.9% | +16.9% |
| 3Y | +116.9% | -9.9% | +126.8% | +118.9% |
| 5Y | +117.3% | -10.7% | +128.0% | +117.4% |
| 10Y | +193.8% | -55.7% | +249.5% | +248.1% |
| All | +285.1% | -41.6% | +326.7% | +301.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling