+10.3%
KHC vs KDP
+29.0%
-18.6%
-19.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.7% | -2.1% | -2.4% |
| 7D | +1.1% | +2.2% | -1.1% | -0.3% |
| 30D | +12.0% | +19.9% | -8.0% | +1.8% |
| 3M | +0.2% | +21.5% | -21.3% | -10.2% |
| 6M | +10.3% | +30.1% | -19.8% | -5.2% |
| All | +10.3% | +29.0% | -18.6% | -5.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling