+3.7%
PEP vs KHC
+11.6%
-7.9%
-25.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +3.8% | 0.0% | +2.1% |
| 7D | +7.4% | +6.6% | +0.8% | +4.5% |
| 30D | +13.3% | +16.5% | -3.1% | +6.3% |
| 3M | +3.5% | -3.0% | +6.5% | +4.4% |
| 6M | -5.9% | +17.4% | -23.3% | -12.2% |
| YTD | +2.3% | +10.3% | -8.1% | -2.6% |
| 1Y | +3.7% | +12.5% | -8.8% | -1.6% |
| All | +3.7% | +11.6% | -7.9% | -1.6% |
Cumulative growth
Daily Returns
Daily percentage return beside KHC.
Daily Out/Under-Performance
Portfolio return minus KHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KHC 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 KHC 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