-10.3%
KHC vs PEGA
-46.5%
+36.2%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.3% | -0.7% |
| 7D | -1.8% | +3.3% | -5.1% | -1.8% |
| 30D | -1.9% | +17.7% | -19.6% | -2.1% |
| 3M | +14.4% | +5.8% | +8.6% | +14.0% |
| 6M | +8.7% | -20.3% | +29.0% | +8.5% |
| YTD | +7.8% | -37.1% | +44.9% | +7.7% |
| 1Y | -1.5% | -30.2% | +28.7% | -1.6% |
| 3Y | -9.9% | +48.1% | -58.0% | -11.0% |
| All | -10.3% | -46.5% | +36.2% | -14.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PEGA.
Daily Out/Under-Performance
Portfolio return minus PEGA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEGA 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 5y: compounded portfolio wealth divided by compounded PEGA 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…
5y analysis · Full analysis span regression · 6 months rolling