+5.1%
KDP vs PEG
+38.2%
-33.1%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.7% | -0.9% | -0.4% |
| 7D | +2.1% | +1.0% | +1.0% | +1.7% |
| 30D | +8.5% | -1.9% | +10.3% | +9.1% |
| 3M | +6.6% | -3.7% | +10.3% | +7.9% |
| 6M | +17.1% | -9.4% | +26.5% | +20.7% |
| YTD | +19.0% | -6.0% | +25.0% | +21.2% |
| 1Y | +21.8% | -4.4% | +26.1% | +23.1% |
| 3Y | +6.4% | +33.5% | -27.1% | -8.0% |
| 5Y | +5.1% | +35.7% | -30.6% | -10.7% |
| All | +5.1% | +38.2% | -33.1% | -10.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PEG.
Daily Out/Under-Performance
Portfolio return minus PEG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEG 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 PEG 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