-44.1%
KHC vs KDP
+306.7%
-350.8%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.8% | -1.6% | -1.1% |
| 7D | -2.0% | +0.3% | -2.4% | -2.2% |
| 30D | +9.7% | +16.3% | -6.7% | +3.7% |
| 3M | -2.0% | +24.0% | -26.0% | -9.7% |
| 6M | +5.4% | +30.0% | -24.6% | -4.5% |
| YTD | +5.9% | +36.1% | -30.2% | -5.8% |
| 1Y | +7.5% | +46.8% | -39.4% | -7.1% |
| 3Y | -12.4% | +30.5% | -42.9% | -21.5% |
| 5Y | -15.8% | +17.9% | -33.7% | -22.1% |
| 10Y | -54.1% | +239.3% | -293.3% | -71.2% |
| All | -44.1% | +306.7% | -350.8% | -70.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling