+1,117.5%
KDP vs PEG
+244.5%
+873.0%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.1% | -0.7% | -0.8% |
| 7D | +1.3% | +0.7% | +0.6% | +1.0% |
| 30D | +6.0% | -2.4% | +8.4% | +6.9% |
| 3M | +9.2% | -4.8% | +14.0% | +11.2% |
| 6M | +14.7% | -10.7% | +25.4% | +19.5% |
| YTD | +19.2% | -6.7% | +25.9% | +22.0% |
| 1Y | +15.2% | -6.8% | +22.0% | +17.7% |
| 3Y | +6.0% | +34.5% | -28.5% | -7.5% |
| 5Y | +5.4% | +35.8% | -30.3% | -9.2% |
| 10Y | +171.9% | +141.7% | +30.1% | +79.7% |
| All | +1,117.5% | +244.5% | +873.0% | +496.7% |
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 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