+51.4%
PYPL vs KHC
-41.6%
+92.9%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.7% | -2.4% | -2.9% |
| 7D | +2.7% | -1.8% | +4.4% | +3.1% |
| 30D | -4.9% | -1.9% | -3.0% | -4.6% |
| 3M | +28.9% | +14.4% | +14.5% | +23.9% |
| 6M | +18.2% | +8.7% | +9.5% | +15.0% |
| YTD | -5.0% | +7.8% | -12.8% | -7.7% |
| 1Y | -18.8% | -1.5% | -17.3% | -19.2% |
| 3Y | -12.6% | -9.9% | -2.7% | -11.7% |
| 5Y | -80.8% | -10.7% | -70.0% | -80.9% |
| 10Y | +49.9% | -55.7% | +105.6% | +70.6% |
| All | +51.4% | -41.6% | +92.9% | +46.8% |
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