-81.0%
PYPL vs KHC
-10.4%
-70.6%
-86.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.7% | -2.4% | -2.9% |
| 7D | +2.7% | -1.8% | +4.4% | +2.9% |
| 30D | -4.9% | -1.9% | -3.0% | -4.7% |
| 3M | +28.9% | +14.4% | +14.5% | +26.1% |
| 6M | +18.2% | +8.7% | +9.5% | +16.5% |
| YTD | -5.0% | +7.8% | -12.8% | -6.4% |
| 1Y | -18.8% | -1.5% | -17.3% | -18.8% |
| 3Y | -12.6% | -9.9% | -2.7% | -11.5% |
| All | -81.0% | -10.4% | -70.6% | -79.7% |
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