+36.9%
PYPL vs KHC
-55.7%
+92.6%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.2% | -3.4% | -3.3% |
| 7D | +1.7% | -2.2% | +3.9% | +2.3% |
| 30D | -9.7% | -0.1% | -9.7% | -9.9% |
| 3M | +29.2% | +8.3% | +20.9% | +26.4% |
| 6M | +13.9% | +5.0% | +8.9% | +12.0% |
| YTD | -8.1% | +8.0% | -16.1% | -10.5% |
| 1Y | -21.4% | -1.1% | -20.3% | -21.8% |
| 3Y | -11.8% | -10.7% | -1.1% | -10.7% |
| 5Y | -81.1% | -13.5% | -67.6% | -81.0% |
| 10Y | +36.9% | -55.4% | +92.3% | +41.9% |
| All | +36.9% | -55.7% | +92.6% | +41.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling