-14.1%
KHC vs KDP
+16.7%
-30.8%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.6% | 0.0% | +1.3% |
| 7D | +2.0% | -0.8% | +2.8% | +2.1% |
| 30D | +10.6% | +9.7% | +0.9% | +5.3% |
| 3M | +0.5% | +17.6% | -17.1% | -7.7% |
| 6M | +12.1% | +25.8% | -13.7% | -0.5% |
| YTD | +8.9% | +33.9% | -25.0% | -6.5% |
| 1Y | +7.5% | +38.9% | -31.4% | -9.5% |
| 3Y | -10.7% | +26.8% | -37.5% | -22.7% |
| All | -14.1% | +16.7% | -30.8% | -23.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling