+4.4%
PEP vs KHC
-13.3%
+17.7%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.6% | -0.3% | +1.0% |
| 7D | +2.9% | +2.0% | +0.9% | +1.9% |
| 30D | +12.5% | +10.6% | +1.9% | +7.2% |
| 3M | +4.5% | +0.5% | +4.0% | +4.0% |
| 6M | -0.5% | +12.1% | -12.5% | -6.3% |
| YTD | +4.4% | +8.9% | -4.5% | -0.8% |
| 1Y | +4.4% | +7.5% | -3.1% | -0.2% |
| 3Y | -3.4% | -10.7% | +7.3% | -0.2% |
| All | +4.4% | -13.3% | +17.7% | +11.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling