-43.7%
KHC vs KDP
+303.3%
-347.0%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.7% | -2.1% | -2.5% |
| 7D | +1.1% | +2.2% | -1.1% | +0.2% |
| 30D | +12.0% | +19.9% | -8.0% | +4.7% |
| 3M | +0.2% | +21.5% | -21.3% | -7.0% |
| 6M | +10.3% | +30.1% | -19.8% | -0.1% |
| YTD | +6.7% | +34.9% | -28.2% | -4.8% |
| 1Y | +10.9% | +43.4% | -32.5% | -3.3% |
| 3Y | -12.6% | +29.1% | -41.7% | -21.4% |
| 5Y | -16.3% | +15.0% | -31.3% | -21.9% |
| 10Y | -53.2% | +234.1% | -287.3% | -70.4% |
| All | -43.7% | +303.3% | -347.0% | -70.2% |
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 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