+76.6%
PEP vs KHC
-55.7%
+132.2%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.2% | +0.4% | +0.5% |
| 7D | +0.1% | -2.2% | +2.3% | +0.9% |
| 30D | +0.7% | -0.1% | +0.7% | +0.6% |
| 3M | -0.5% | +8.3% | -8.9% | -3.7% |
| 6M | -11.3% | +5.0% | -16.3% | -13.3% |
| YTD | -0.6% | +8.0% | -8.6% | -4.1% |
| 1Y | +1.7% | -1.1% | +2.8% | +1.3% |
| 3Y | -12.5% | -10.7% | -1.8% | -9.9% |
| 5Y | +3.9% | -13.5% | +17.4% | +7.6% |
| 10Y | +76.6% | -55.4% | +132.0% | +95.0% |
| All | +76.6% | -55.7% | +132.2% | +95.0% |
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