-12.3%
PYPL vs KHC
+5.9%
-18.2%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.9% | -2.8% | -2.1% |
| 7D | -1.1% | -3.3% | +2.2% | -0.7% |
| 30D | +3.8% | +9.1% | -5.3% | +2.9% |
| 3M | -1.3% | +1.4% | -2.7% | -1.7% |
| 6M | +29.0% | +8.4% | +20.7% | +29.0% |
| YTD | +0.7% | +6.2% | -5.4% | +1.3% |
| 1Y | -12.3% | +5.7% | -18.0% | -12.0% |
| All | -12.3% | +5.9% | -18.2% | -12.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling