-52.3%
KHC vs KDP
+264.7%
-317.0%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.8% | -1.6% | -0.5% |
| 7D | -4.6% | +4.0% | -8.6% | -5.9% |
| 30D | +8.1% | +16.8% | -8.7% | +2.4% |
| 3M | 0.0% | +32.0% | -32.0% | -9.3% |
| 6M | +7.9% | +35.2% | -27.2% | -2.9% |
| YTD | +5.3% | +40.9% | -35.6% | -6.7% |
| 1Y | +5.1% | +47.7% | -42.5% | -8.3% |
| 3Y | -12.8% | +34.8% | -47.6% | -22.0% |
| 5Y | -16.2% | +22.6% | -38.8% | -22.9% |
| 10Y | -52.3% | +266.4% | -318.7% | -65.3% |
| All | -52.3% | +264.7% | -317.0% | -65.3% |
Cumulative growth
Daily Returns
Daily percentage return beside KDP.
Daily Out/Under-Performance
Portfolio return minus KDP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KDP 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 10y: compounded portfolio wealth divided by compounded KDP 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…
10y analysis · Full analysis span regression · 6 months rolling