-44.0%
KHC vs PEG
+178.0%
-222.0%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.7% | +0.2% | +0.6% |
| 7D | -3.3% | +2.3% | -5.6% | -4.2% |
| 30D | +9.1% | +6.1% | +3.0% | +6.6% |
| 3M | +1.4% | -0.5% | +1.9% | +1.5% |
| 6M | +8.4% | -3.2% | +11.5% | +9.5% |
| YTD | +6.2% | -4.4% | +10.6% | +7.5% |
| 1Y | +5.7% | -7.4% | +13.1% | +8.4% |
| 3Y | -12.0% | +33.9% | -46.0% | -25.2% |
| 5Y | -15.3% | +42.3% | -57.6% | -30.9% |
| 10Y | -51.8% | +166.4% | -218.2% | -71.9% |
| All | -44.0% | +178.0% | -222.0% | -68.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling