+5.1%
KHC vs PEG
-7.6%
+12.7%
-19.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.6% | +0.3% |
| 7D | -4.6% | +1.5% | -6.1% | -5.0% |
| 30D | +8.1% | +5.0% | +3.1% | +6.8% |
| 3M | 0.0% | -0.3% | +0.4% | 0.0% |
| 6M | +7.9% | -2.7% | +10.6% | +8.5% |
| YTD | +5.3% | -5.1% | +10.3% | +6.6% |
| 1Y | +5.1% | -8.3% | +13.4% | +7.2% |
| All | +5.1% | -7.6% | +12.7% | +7.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling