-43.7%
KHC vs PEGA
+193.0%
-236.7%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -3.5% | +0.7% | -2.5% |
| 7D | +1.1% | -4.5% | +5.6% | +1.5% |
| 30D | +12.0% | -5.7% | +17.6% | +12.5% |
| 3M | +0.2% | +2.7% | -2.5% | -0.1% |
| 6M | +10.3% | -10.5% | +20.9% | +10.9% |
| YTD | +6.7% | -45.4% | +52.2% | +11.1% |
| 1Y | +10.9% | -44.7% | +55.6% | +15.1% |
| 3Y | -12.6% | +45.7% | -58.3% | -20.0% |
| 5Y | -16.3% | -45.3% | +29.0% | -13.5% |
| 10Y | -53.2% | +102.6% | -155.8% | -64.7% |
| All | -43.7% | +193.0% | -236.7% | -61.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling