-43.1%
KHC vs KDP
+256.2%
-299.4%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.2% | -0.4% |
| 7D | -1.8% | +1.3% | -3.0% | -2.2% |
| 30D | -1.9% | +6.0% | -7.9% | -4.0% |
| 3M | +14.4% | +9.2% | +5.2% | +10.7% |
| 6M | +8.7% | +14.7% | -6.0% | +3.1% |
| YTD | +7.8% | +19.2% | -11.4% | +0.8% |
| 1Y | -1.5% | +15.2% | -16.7% | -7.0% |
| 3Y | -9.9% | +6.0% | -15.8% | -12.9% |
| 5Y | -10.7% | +5.4% | -16.2% | -13.7% |
| 10Y | -55.7% | +171.9% | -227.6% | -69.0% |
| All | -43.1% | +256.2% | -299.4% | -68.4% |
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