-56.0%
KHC vs PEG
+148.3%
-204.3%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.2% | -0.7% | -0.8% |
| 7D | -2.5% | -0.9% | -1.6% | -2.2% |
| 30D | +0.5% | -2.8% | +3.3% | +1.6% |
| 3M | +3.0% | -6.9% | +10.0% | +5.9% |
| 6M | +6.6% | -11.4% | +18.0% | +11.6% |
| YTD | +5.8% | -7.4% | +13.2% | +8.6% |
| 1Y | -2.2% | -8.3% | +6.1% | +0.5% |
| 3Y | -12.5% | +31.5% | -44.1% | -25.1% |
| 5Y | -13.6% | +38.0% | -51.5% | -28.4% |
| All | -56.0% | +148.3% | -204.3% | -72.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PEG.
Daily Out/Under-Performance
Portfolio return minus PEG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEG 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 10y: compounded portfolio wealth divided by compounded PEG 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…
10y analysis · Full analysis span regression · 6 months rolling