+317.5%
PM vs KHC
-42.1%
+359.6%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.8% | +1.0% | -0.9% |
| 7D | -5.2% | +1.1% | -6.3% | -5.6% |
| 30D | +2.7% | +12.0% | -9.3% | -1.1% |
| 3M | +5.2% | +0.2% | +5.1% | +4.9% |
| 6M | +17.0% | +10.3% | +6.7% | +12.7% |
| YTD | +25.5% | +6.7% | +18.8% | +21.8% |
| 1Y | +35.5% | +10.9% | +24.7% | +29.8% |
| 3Y | +143.9% | -12.6% | +156.5% | +148.7% |
| 5Y | +161.8% | -16.3% | +178.1% | +167.5% |
| 10Y | +235.9% | -53.2% | +289.2% | +287.0% |
| All | +317.5% | -42.1% | +359.6% | +335.6% |
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