+1,290.0%
KDP vs PEG
+253.9%
+1,036.1%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.3% | -2.5% | -0.4% |
| 7D | +0.3% | +0.9% | -0.5% | 0.0% |
| 30D | +16.3% | +3.8% | +12.5% | +14.7% |
| 3M | +24.0% | +0.1% | +23.9% | +23.8% |
| 6M | +30.0% | -1.0% | +31.0% | +30.2% |
| YTD | +36.1% | -4.1% | +40.2% | +37.8% |
| 1Y | +46.8% | -6.9% | +53.7% | +50.2% |
| 3Y | +30.5% | +35.6% | -5.2% | +13.6% |
| 5Y | +17.9% | +42.8% | -24.9% | -0.3% |
| 10Y | +239.3% | +160.2% | +79.1% | +117.8% |
| All | +1,290.0% | +253.9% | +1,036.1% | +574.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling