+63.8%
PYPL vs KHC
-42.9%
+106.8%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.1% | +1.1% | +1.2% |
| 7D | -1.2% | -4.6% | +3.4% | 0.0% |
| 30D | +6.1% | +8.1% | -2.0% | +3.8% |
| 3M | +1.1% | 0.0% | +1.0% | +0.7% |
| 6M | +32.7% | +7.9% | +24.8% | +29.4% |
| YTD | +2.8% | +5.3% | -2.5% | +0.4% |
| 1Y | -10.8% | +5.1% | -15.9% | -12.9% |
| 3Y | +9.8% | -12.8% | +22.6% | +11.8% |
| 5Y | -70.2% | -16.2% | -54.0% | -69.9% |
| 10Y | +50.1% | -52.3% | +102.3% | +62.9% |
| All | +63.8% | -42.9% | +106.8% | +59.6% |
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