-49.9%
KHC vs PEG
+171.2%
-221.1%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.4% | +1.1% | +2.0% |
| 7D | +2.0% | +4.5% | -2.5% | +0.2% |
| 30D | +10.6% | +7.5% | +3.1% | +7.5% |
| 3M | +0.5% | +0.8% | -0.3% | +0.1% |
| 6M | +12.1% | 0.0% | +12.0% | +11.8% |
| YTD | +8.9% | -3.0% | +11.9% | +9.7% |
| 1Y | +7.5% | -4.7% | +12.2% | +9.0% |
| 3Y | -10.7% | +36.5% | -47.2% | -24.5% |
| 5Y | -13.2% | +44.4% | -57.5% | -29.3% |
| All | -49.9% | +171.2% | -221.1% | -69.0% |
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