+80.3%
PEP vs KHC
-54.7%
+135.1%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.8% | +1.2% | +0.7% |
| 7D | +1.0% | -2.0% | +3.1% | +1.8% |
| 30D | +12.6% | +9.7% | +3.0% | +8.7% |
| 3M | +3.1% | -2.0% | +5.2% | +3.7% |
| 6M | -6.3% | +5.4% | -11.7% | -8.5% |
| YTD | +1.9% | +5.9% | -4.0% | -1.1% |
| 1Y | +3.3% | +7.5% | -4.2% | -0.3% |
| 3Y | -4.8% | -12.4% | +7.6% | -1.4% |
| 5Y | +2.0% | -15.8% | +17.9% | +6.6% |
| 10Y | +80.3% | -54.1% | +134.4% | +90.5% |
| All | +80.3% | -54.7% | +135.1% | +90.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling