-52.3%
KHC vs PEG
+161.7%
-214.0%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.6% | +0.3% |
| 7D | -4.6% | +1.5% | -6.1% | -5.2% |
| 30D | +8.1% | +5.0% | +3.1% | +6.1% |
| 3M | 0.0% | -0.3% | +0.4% | 0.0% |
| 6M | +7.9% | -2.7% | +10.6% | +8.8% |
| YTD | +5.3% | -5.1% | +10.3% | +6.9% |
| 1Y | +5.1% | -8.3% | +13.4% | +8.1% |
| 3Y | -12.8% | +33.0% | -45.8% | -25.5% |
| 5Y | -16.2% | +41.3% | -57.5% | -31.2% |
| 10Y | -52.3% | +164.5% | -216.8% | -70.2% |
| All | -52.3% | +161.7% | -214.0% | -70.2% |
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